Stochastic Orders

von Moshe Shaked, J. George Shanthikumar

473 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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 uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.

• Reihe: Springer Series in Statistics
• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9781441921956
• Sprache: Englisch
• Erscheinungsdatum: 25.11.2010
• Größe: 23.5 x 15.5 cm
• Verlag: Springer US