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An Introduction to Stochastic Orders
1st Edition - September 21, 2015
Authors: Felix Belzunce, Carolina Martinez Riquelme, Julio Mulero
Language: English
Paperback ISBN:9780128037683
9 7 8 - 0 - 1 2 - 8 0 3 7 6 8 - 3
eBook ISBN:9780128038260
9 7 8 - 0 - 1 2 - 8 0 3 8 2 6 - 0
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, ri…Read more
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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
Graduate students, PhD students and researchers in probability and statistics
Dedication
List of figures
List of tables
Preface
Chapter 1: Preliminaries
Abstract
1.1 Introduction
1.2 Univariate distribution notions
1.3 Multivariate distribution notions
1.4 Summary
Chapter 2: Univariate stochastic orders
Abstract
2.1 Introduction
2.2 The usual stochastic order
2.3 The increasing convex order and related orders
2.4 The hazard rate and mean residual life orders
2.5 The likelihood ratio order
2.6 Dispersive orders
2.7 Concentration orders
2.8 The total time on test transform order
2.9 Applications
2.10 Summary
Chapter 3: Multivariate stochastic orders
Abstract
3.1 Introduction
3.2 The multivariate usual stochastic order
3.3 Multivariate increasing convex orders
3.4 Multivariate residual life orders
3.5 The multivariate likelihood ratio order
3.6 The multivariate dispersive order
3.7 Applications
3.8 Summary
Conclusion
Bibliography
No. of pages: 174
Language: English
Edition: 1
Published: September 21, 2015
Imprint: Academic Press
Paperback ISBN: 9780128037683
eBook ISBN: 9780128038260
FB
Felix Belzunce
Affiliations and expertise
University of Murcia, Spain
CR
Carolina Martinez Riquelme
Affiliations and expertise
University of Murcia, Spain
JM
Julio Mulero
Affiliations and expertise
University of Alicante, Spain
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