Ebrahimi and Pellerey (1995) and Ebrahimi (1996) proposed the Shannon residual entropy function as a useful dynamic measure of uncertainty. They studied the characterization problem from the residual entropy. They also used this function to define a stochastic order and two classes of...

The purpose of this paper is to study new notions of stochastic comparisons and aging classes based on the Laplace transform order of residual lives. We give relationships to other stochastic orders and aging classes given previously. Finally we study some applications to shock models.

In this paper, we obtain some recurrence relationships for conditional expectations of nonadjacent order statistics and record values when the distribution function is absolutely continuous, and we prove that the distribution function is uniquely determined by the distribution of conditioned...

In this paper, we establish some comparison results of two coherent structures formed from a set of components or from two sets of components with respect to some shifted and proportional stochastic orders. Both cases, independent and identically distributed and not necessarily identically...

We study the relationship between the multivariate dispersive orders based on the standard construction. In particular those given by Shaked and Shanthikumar [1998. Two variability orders. Probab. Eng. Inform. Sci. 12, 1-23] and Fernández-Ponce and Suárez-Llorens [2003. A multivariate...

The 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...

In this paper, we consider a new criterion to compare risks based on the notion of expected proportional shortfall. This criterion is useful for comparing risks of different nature and does not depend on the base currency. We study its relationships with other criteria and provide some...