Asistente para discapacitados sobre arquitectura XScale en dispositivos personales con tecnología Wifi

Escueal Técnica Superior de Ingeniería de Telecomunicació

New stochastic comparisons based on tail value at risk measures

In this article we provide a new criterion for the comparison of claims, when we have conditional claims arising in stop loss contracts or contracts with franchise deductible. These stochastic comparisons are made on the basis of the Tail Value at Risk (also known as conditional tail expectation), just for a fixed level and beyond. In particular, we explain the interest of comparing these quantities, study some preservation properties and, in addition, we provide sufficient conditions for its study. Finally we illustrate its usefulness with some examples.The research of Félix Belzunce is funded by the Ministerio de Economía, Industria y Competitividad (Spain) under grant MTM2016-79943-P (AEI/FEDER, UE). Alba M. Franco-Pereira acknowledges support received from the Ministerio de Economía y Competitividad (Spain) under grant MTM2017-89422-P and has received financial support from the Xunta de Galicia (Centro Singular de Investigación de Galicia accreditation 2016-2019) and the European Union (European Regional Development Fund - ERDF). She also acknowledges funding from Banco Santander and Complutense University of Madrid (project PR26/16-5B-1). Julio Mulero wants to acknowledge the support received from the Conselleria d’Educació, Investigació, Cultura i Esport (Generalitat de la Comunitat Valenciana) under grant GV/2017/015 and the Ministerio de Economía, Industria y Competitividad (Spain) under grant MTM2016-79943-P (AEI/FEDER, UE)

Multivariate aging properties of epoch times of nonhomogeneous processes

AbstractThe purpose of this paper is to give conditions on the parameters of nonhomogeneous Poisson and nonhomogeneous pure birth processes, under which the corresponding random vector of the first n epoch times has some multivariate stochastic properties. These results provide an inside to understand the effect of the time over the occurrence of events in such processes. Some applications of these results are given

On relative skewness for multivariate distributions

In this paper, we provide a new concept of relative skewness among multivariate distributions, extending to the multivariate case a similar concept in the univariate case. In this case, a random variable Y is said to be more right skewed than a random variable X if there exists an increasing convex transformation which maps X onto Y. Given two random vectors X and Y and an appropriate transformation which maps X onto Y, we define a new concept of relative skewness assuming the convexity of this transformation. Properties and applications of this concept are given.Félix Belzunce, Julio Mulero and José M. Ruiz acknowledge support received from the Ministerio de Economía y Competitividad (Spain) under grant MTM2012-34023-FEDER

Stochastic comparisons of nonhomogeneous processes

The purpose of this paper is to describe various conditions on the parameters of pairs of nonhomogeneous Poisson or birth processes under which the corresponding epoch or inter-epoch times are stochastically ordered in various senses. We derive results involving the usual stochastic order, the multivariate hazard rate order, the multivariate likelihood ratio order, and the multivariate mean residual life order. A sample of applications involving generalized Yule processes, load-sharing models, and minimal repairs in reliability theory, illustrate the usefulness of the new results

Ordenación en dispersión y concentración de distribuciones truncadas / Félix Belzunce Torregrosa ; directoras José Candel Ato, José Maria Ruiz Gòmez.

Tesis-Universidad de Murcia.Consulte la tesis en: BCA. GENERAL. ARCHIVO UNIVERSITARIO. T.M.-1325

Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory

In this paper we first obtain several results which compare mixtures of distributions in the (increasing) convex and concave stochastic orders. We employ these results to derive relatively weak conditions on the intensity functions of a pair of nonhomogeneous Poisson processes (in fact, on the distribution functions that are associated with these intensity functions) under which the corresponding epoch times of the two nonhomogeneous Poisson processes are ordered in the increasing convex stochastic order. Applications include bounds on the epoch times of a nonhomogeneous Poisson process whose intensity function is the hazard rate function of a new better than used in expectation (new worse than used in expectation) random variable, and the increasing convex ordering of times to the first perfect repair in a Bayesian imperfect repair model.Increasing convex order Mean residual life order Mixtures Nonhomogeneous poisson process Nonhomogeneous pure birth process Convex mean residual life function IFR NBUE Bayesian imperfect repair

Sufficient Conditions for Some Stochastic Orders of Discrete Random Variables with Applications in Reliability

In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the unimodality of the likelihood ratio for the comparison in some stochastic orders of two discrete random variables. These results have interest in comparing discrete random variables because the sufficient conditions are easy to check when there are no closed expressions for the survival functions, which occurs in many cases. In addition, the results are applied to compare several parametric families of discrete distributions

Sufficient Conditions for Some Stochastic Orders of Discrete Random Variables with Applications in Reliability

In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the unimodality of the likelihood ratio for the comparison in some stochastic orders of two discrete random variables. These results have interest in comparing discrete random variables because the sufficient conditions are easy to check when there are no closed expressions for the survival functions, which occurs in many cases. In addition, the results are applied to compare several parametric families of discrete distributions