An Introduction to Stochastic Orders

An Introduction to Stochastic Orders

By: Carolina Riquelme (author), Julio Mulero (author), Felix Belzunce (author)Paperback

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Description

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

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Product Details

  • publication date: 21/09/2015
  • ISBN13: 9780128037683
  • Format: Paperback
  • Number Of Pages: 174
  • ID: 9780128037683
  • weight: 295
  • ISBN10: 0128037687

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