Stochastic Orders (Springer Series in Statistics)

Shaked, Moshe/ Shanthikumar, J. G.

Springer（2006/11発売）

• 製本 Hardcover:ハードカバー版／ページ数 496 p.
• 言語 ENG
• 商品コード 9780387329154

基本説明

Stochastic ordering is a fundamental guide for decision making under uncertainty. A major extension of the first six chapters in Shaked and Shanthikumar's 1994 book.

Full Description

Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study of structural properties of complex stochastic systems. This reference text presents a 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 of study. And the value of the other notions of stochastic orderings still needs to be explored further.

This book is an ideal reference for anyone 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.

Contents

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.