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Stochastic Orders

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ISBN-10: 0387329153

ISBN-13: 9780387329154

Edition: 2007

Authors: Moshe Shaked, J. George Shanthikumar

List price: $219.99
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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…    
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Book details

List price: $219.99
Copyright year: 2007
Publisher: Springer New York
Publication date: 10/17/2006
Binding: Hardcover
Pages: 473
Size: 6.10" wide x 9.25" long x 0.43" tall
Weight: 1.782
Language: English

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
Postive dependence orders