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Stochastic orders
Autor: Shaked Moshe
Rok: c2007.
ISBN: 9780387329154
OKCZID: 110067116
Citace (dle ČSN ISO 690):
SHAKED, Moshe. Stochastic orders. New York, N.Y.: Springer, c2007. xv, 473 s. Springer series in statistics.
Anotace
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.