Stochastic Orders (Springer Series in Statistics)
Language: English
Published by Springer, 2007
- Hardcover
- Used
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Hardcover, xv + 473 pages, NOT ex-library. Interior is clean and bright throughout with unmarked text, free of inscriptions and stamps, firmly bound. Moderate external handling wear. Issued without a dust jacket. -- 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. -- Contents (9 chapters): 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.…
Seller Inventory # 010972
- Title
- Stochastic Orders (Springer Series in Statistics)
- Author
- Moshe Shaked; J. George Shanthikumar
- Publisher
- Springer
- Publication year
- 2007
- Condition
- Very Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0387329153
- ISBN 13
- 9780387329154
- Series
- Book 86 of 160: Springer Series in Statistics
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.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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.
Moshe Shaked is Professor of Mathematics at the University of Arizona, Tucson, AZ. He has made several fundamental contributions to the development of stochastic ordering and stochastic convexity, with applications in reliability theory and economics. He has published over 150 papers in this and related areas.
J. George Shanthikumar is Professor of Industrial Engineering and Operations Research at the University of California, Berkeley, CA. He has made fundamental contributions to the application of stochastic ordering and stochastic convexity to queueing and related problems that arise in operations research and management science. He has published over 250 papers in this and related fields.
"About the title" may belong to another edition of this title.
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