Moshe Shaked,
J. George Shanthikumar
Stochastic Orders
Gebonden Engels 2006 2007e druk 9780387329154Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780387329154
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:474
Uitgever:Springer New York
Druk:2007
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Inhoudsopgave
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.- Positive Dependence Orders.
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