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An Introduction to Stochastic Orders

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by Felix Belzunce & Carolina Martinez Riquelme & Julio Mulero
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An Introduction to Stochastic Orders by Felix Belzunce & Carolina Martinez Riquelme & Julio Mulero

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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Ebook Details
Pages: 174
Size: 4.4 MB
Publisher: Academic Press
Date published:   2015
ISBN: 2370006819349 (DRM-EPUB)
9780128038260 (DRM-PDF)

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Nonfiction > Mathematics > Probability & Statistics

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