Felix Belzunce,
Felix (University of Murcia, Spain) Belzunce,
Carolina Martinez Riquelme,
Carolina Martinez (University of Murcia, Spain) Riquelme,
Julio Mulero,
Julio (University of Alicante, Spain) Mulero
e.a.
An Introduction to Stochastic Orders
Paperback Engels 2015 9780128037683Levertijd ongeveer 9 werkdagen
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Samenvatting
An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research.
In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models.
Specificaties
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Chapter 1. Introduction1.1 Introduction and notation1.2 Parametric families of distributions1.3 Aging notions1.4 Dependence notionsChapter 2. Univariate stochastic orders2.1 Introduction2.2 Usual stochastic order2.3 Increasing convex order and related orders2.4 Comparison of residual lives2.5 Likelihood ratio order2.6 Dispersive orders2.7 Concentrations orders2.8 TTT orderChapter 3. Multivariate stochastic orders3.1 Introduction3.2 Multivariate stochastic order and related orders3.3 Multivariate increasing convex orders3.4 Comparison of multivariate residual lives3.5 Multivariate likelihood ratio order3.6 Multivariate dispersive order
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