Stochastic orders

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 prop...

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Detalles Bibliográficos
Autor principal: Shaked, Moshe, 1945- (-)
Otros Autores: Shanthikumar, J. George
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York : Springer c2007.
Edición:1st ed. 2007.
Colección:Springer series in statistics.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009461009306719
Tabla de Contenidos:
  • 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.