Subhash C. Kochar
Stochastic Comparisons with Applications: In Order Statistics and Spacings
Stochastic Comparisons with Applications: In Order Statistics and Spacings
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- More about Stochastic Comparisons with Applications: In Order Statistics and Spacings
The book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures, covering a wide range of disciplines and applications. It clarifies the connection between stochastic orders and nonparametric methods and includes recent research on stochastic comparisons of order statistics and spacings. It is suitable for graduate students and researchers in statistics, economics, actuarial science, and other related disciplines, with close to 300 references.
Format: Hardback
Length: 272 pages
Publication date: 23 October 2022
Publisher: Springer International Publishing AG
Stochastic orders have gained significant attention in various disciplines, including reliability theory, survival analysis, risk theory, finance, nonparametric methods, economics, and actuarial science. This book, written by a statistician, aims to clarify the connection between stochastic orders and nonparametric methods. It emphasizes the importance of order statistics and spacings, which have traditionally been studied in the context of independent and identically distributed observations. However, recent developments have extended the comparison of order statistics to non-identically distributed or non-independent observations. The book provides a comprehensive discussion of various topics in the general area of stochastic orders, including dependence among them. It also includes a substantial part devoted to recent research on stochastic comparisons of order statistics and spacings, with a long chapter on dependence among them. The book is intended for graduate students and researchers in statistics, economics, actuarial science, and other related disciplines. It requires a first-year graduate level course in mathematical statistics or applied probability and contains close to 300 references, making it a valuable resource for reliability theorists, applied probabilists, and statisticians.
Weight: 600g
Dimension: 235 x 155 (mm)
ISBN-13: 9783031121036
Edition number: 1st ed. 2022
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