An introduction to stochastic orders
This book provides a comprehensive introduction to the theory and applications of the comparison of random quantities in a probabilistic sense, presenting a powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics.--
Read More ↓Title Statements
- Full title :An introduction to stochastic orders / Félix Belzunce, Carolina Martínez-Riquelme, Julio Mulero.
Summary
This book provides a comprehensive introduction to the theory and applications of the comparison of random quantities in a probabilistic sense, presenting a powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics.--
Read More ↓Edition Statements
- Publication Date:cop. 2016.
Publication Statements
- Publisher(s):Academic Press (Londyn), Academic Press/ Elsevier
- Place of Publication:Amsterdam [etc.]
- Language:eng
- Publication Date:cop. 2016.
The Physical Object
- Description:XVI, [1], 157 s. : : il. ; : 23 cm.
Edition Identifiers
- ISBN:9780128037683, 0128037687
- oclc:ocn932185890
- Dewey Decimal:332.6
Table of Contents
Chapter 1. Introduction -- 1.1 Introduction and notation -- 1.2 Parametric families of distributions -- 1.3 Aging notions -- 1.4 Dependence notions -- Chapter 2. Univariate stochastic orders -- 2.1 Introduction -- 2.2 Usual stochastic order -- 2.3 Increasing convex order and related orders -- 2.4 Comparison of residual lives -- 2.5 Likelihood ratio order -- 2.6 Dispersive orders -- 2.7 Concentrations orders -- 2.8 TTT order -- Chapter 3. Multivariate stochastic orders -- 3.1 Introduction -- 3.2 Multivariate stochastic order and related orders -- 3.3 Multivariate increasing convex orders -- 3.4 Comparison of multivariate residual lives -- 3.5 Multivariate likelihood ratio order -- 3.6 Multivariate dispersive order.
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