Stochastic comparisons with applications : in order statistics and spacings / Subhash C. Kochar.

This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, finance, nonparametric methods, economics and actuari...

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Bibliographic Details
Main Author: Kochar, Subhash C. (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, [2022]
Subjects:
Online Access:Click for online access

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245 1 0 |a Stochastic comparisons with applications :  |b in order statistics and spacings /  |c Subhash C. Kochar. 
264 1 |a Cham, Switzerland :  |b Springer,  |c [2022] 
264 4 |c ©2022 
300 |a 1 online resource (xvi, 272 pages) :  |b illustrations (some color) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
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504 |a Includes bibliographical references and index. 
520 |a This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, finance, nonparametric methods, economics and actuarial science. Written by a statistician, this volume clarifies the connection between stochastic orders and nonparametric methods. The importance of order statistics and spacings is well recognized. Classically, they mainly focus on the case when the observations are independent and identically distributed, however, several new developments have extended the comparison of order statistics to the case of non-identically distributed or non-independent observations. In addition to giving a detailed discussion of various topics in the general area of stochastic orders, a substantial part of the book is devoted to recent research on stochastic comparisons of order statistics and spacings, including a long chapter on dependence among them. The book will be useful for graduate students and researchers in statistics, economics, actuarial science and other related disciplines. In particular, with close to 300 references, it will be a valuable resource for reliability theorists, applied probabilists and statisticians. Readers are expected to have taken a first-year graduate level course in mathematical statistics or in applied probability. . 
505 0 |a Introduction and Preliminaries -- Magnitude Orders -- Variability Orders -- Skewness and Relative Aging Orders -- Dependence Orders -- Stochastic comparisons of sample spacings -- Dependence among order statistics and spacings -- Stochastic Comparisons of Weighted Sums of Random Variables -- Stochastic comparisons of mixtures of distributions. 
588 0 |a Description based on online resource; title from digital title page (viewed on November 21, 2022). 
650 0 |a Stochastic analysis. 
650 0 |a Stochastic orders. 
650 7 |a Análisis estocástico  |2 embne 
650 7 |a Stochastic analysis  |2 fast 
650 7 |a Stochastic orders  |2 fast 
776 0 8 |i Print version:  |a KOCHAR, SUBHASH C.  |t STOCHASTIC COMPARISONS WITH APPLICATIONS.  |d [Place of publication not identified] : SPRINGER INTERNATIONAL PU, 2022  |z 3031121031  |w (OCoLC)1331705629 
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903 |a SPRING-MATH2022 
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