Stochastic Orders

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 prop...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Shaked, Moshe (Editor), Shanthikumar, J. George (Editor)
Format: Electronic eBook
Language:English
Published: New York, NY : Springer New York, 2007.
Series:Springer Series in Statistics,
Subjects:
Online Access:Full Text via HEAL-Link
Table of Contents:
  • 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
  • Positive Dependence Orders.