Stochastic orders
Información General
- Autores: Moshe Shaked, J. George Shanthikumar
- Editores: New York : Springer, [2007
- Año de publicación: 2007
- País: Estados Unidos
- Idioma: inglés
- ISBN: 0-387-32915-3, 978-0-387-34675-5, 978-0-387-32915-4
- Texto completo no disponible (Saber más ...)
Resumen
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Otros catálogos
Índice
Univariate stochastic orders.- Mean residual life orders.- Univariate variability orders.- Univariate monotone convex and related orders.- The Laplace transform and related orders.- Multivariate stochastic orders.- Multivariate variability and related orders.- Stochastic convexity and concavity.- Postive dependence orders.
