Overview
Discusses stochastic orders and dependence among order statistics and spacings
Provides numerous illustrative applications
Includes over 300 references on the topic
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Table of contents (10 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Stochastic Comparisons with Applications
Book Subtitle: In Order Statistics and Spacings
Authors: Subhash C. Kochar
DOI: https://doi.org/10.1007/978-3-031-12104-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022
Hardcover ISBN: 978-3-031-12103-6Published: 23 October 2022
Softcover ISBN: 978-3-031-12106-7Published: 24 October 2023
eBook ISBN: 978-3-031-12104-3Published: 22 October 2022
Edition Number: 1
Number of Pages: XVI, 272
Number of Illustrations: 1 b/w illustrations
Topics: Statistical Theory and Methods, Probability Theory and Stochastic Processes