An Introduction to Stochastic Orders (ePub)
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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.
- Introduces stochastic orders and its notation
- Discusses different orders of univariate stochastic orders
- Explains multivariate stochastic orders and their convex, likelihood ratio, and dispersive orders
- Autoren: Felix Belzunce , Carolina Martinez Riquelme , Julio Mulero
- 2015, 174 Seiten, Englisch
- Verlag: Elsevier Science & Techn.
- ISBN-10: 0128038268
- ISBN-13: 9780128038260
- Erscheinungsdatum: 29.09.2015
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: ePub
- Größe: 4.21 MB
- Mit Kopierschutz
- Vorlesefunktion
"...a very elegant and concise introduction to stochastic orders. It covers all the elementary theory of the most widely used stochastic orders and, as such, has a broad range of applications in areas such as reliability, survival analysis, quantitative risk management, dependence modeling and economics." --Zentralblatt MATH
"...a comprehensive introduction to stochastic orders, and it is particularly suitable for students and researchers approaching this topic for the first time...The book is enriched with various examples and a large and updated bibliography on stochastic orders." --Mathematical Reviews
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