An Introduction to Stochastic Orders

✍ Scribed by Belzunce, Felix; Mulero, Julio; Riquelme, Carolina Martinez

• Publisher: Academic Press
• Year: 2016
• Tongue: English
• Leaves: 166
• Edition: 1
• Category: Library

✦ Synopsis

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

✦ Table of Contents

Content:
Front Matter,Copyright,Dedication,List of figures,List of tables,PrefaceEntitled to full textChapter 1 - Preliminaries, Pages 1-26
Chapter 2 - Univariate stochastic orders, Pages 27-113
Chapter 3 - Multivariate stochastic orders, Pages 115-148
Conclusion, Pages 149-150
Bibliography, Pages 151-157