arXiv subjects

Maxim Finkelstein

Publications and source records attributed to Maxim Finkelstein.

5 recordsLinked to original sources

arXiv2021

On a Bivariate Copula for Modeling Negative Dependence: Application to New York Air Quality Data

In many practical scenarios, including finance, environmental sciences, system reliability, etc., it is often of interest to study the various notion of negative dependence among the observed variables. A new bivariate copula is proposed for modeling negative dependence between two random variables that complies with most of the popular notions of negative dependence reported in the literature. Specifically, the Spearman's rho and the Kendall's tau for the proposed copula have a simple one-parameter form with negative values in the full range. Some important ordering properties comparing the strength of negative dependence with respect to the parameter involved are considered. Simple examples of the corresponding bivariate distributions with popular marginals are presented. Application of the proposed copula is illustrated using a real data set on air quality in the New York City, USA.

stat.ME↗

arXiv2018

Generalization of the pairwise stochastic precedence order to the sequence of random variables

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are transitive, whereas the stochastic precedence order is not. Therefore, a new approach to compare the sequence of random variables had to be developed that resulted in the notion of the sequential precedence order. A sufficient condition for this order is derived and some examples are considered.

stat.AP↗

arXiv2018

Comparing Lifetimes of Coherent Systems with Dependent Components Operating in Random Environments

We study an impact of a random environment on lifetimes of coherent systems with dependent components. There are two combined sources of this dependence. One results from the dependence of the components of the coherent system operating in a deterministic environment and the other is due to dependence of components of the system sharing the same random environment. We provide different sets of sufficient conditions for the corresponding stochastic comparisons and consider various scenarios, namely, (i) two different coherent systems operate under the same random environment; (ii) two coherent systems operate under two different random environments; (iii) one of the coherent systems operates under a random environment, whereas the other under a deterministic one. Some examples are given to illustrate the proposed reasoning.

stat.AP↗

arXiv2017

On Component Redundancy Versus System Redundancy for a $k$-out-of-$n$ System

Precedence order is a natural type of comparison for random variables in numerous engineering applications (e.g., for the stress-strength modeling). In this note, we show that, for a $k$-out-of-$n$ system, redundancy at the component level is superior to that at the system level with respect to the stochastic precedence order. Cases of active and cold redundancy are considered. Similar results for other stochastic orders were intensively discussed in the literature.

stat.AP↗

arXiv2016

On Stochastic Comparisons for Load-Sharing Series and Parallel Systems

We study the allocation strategies for redundant components in the load-sharing series/parallel systems. We show that under the specified assumptions, the allocation of a redundant component to the stochastically weakest (strongest) component of a series (parallel) system is the best strategy to achieve its maximal reliability. The results have been studied under cumulative exposure model and for a general scenario as well. They have a clear intuitive meaning, however, the corresponding additional assumptions are not obvious, which can be seem from the proofs of our theorems

stat.AP↗