What happens when a package gets stolen of your porch?

I ordered two things online, one from ebay and one from amazon. I just moved so unfortunately they were already on their way to my old house, which my brother is still living at so I figured they would be okay for this time, I placed both orders around may 25th and the estimated delivery was both around the third of june. I went to my old house to check if they were there everyday from then after and nothing. my brother also said he saw nothing and no one came to the door and had him sign anything. so basically neither one showed up and they are from different merchants so i figured It can't really be a coincidence so something must have happened after delivery, and the only conclusion is them getting stolen off my porch? I lived in a decent neighborhood though and its never happened before I lived there all my life and ordered stuff all the time so I dont really understand! how do I tell them I havent received my stuff?