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Stochastic orders in reliability and risk : in honor of Professor Moshe Shaked / Haijun Li, Xiaohu Li, editors.

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Language:
English.
Publication date:
2013
Imprint:
New York : Springer, c2013.
Format:
  • Book, Conference Proceedings
  • xxxi, 442 p. : ill. ; 25 cm.
Note:
Festschrift.
Bibliography:
Includes bibliographical references and indexes.
Contents:
  • Theory of stochastic orders
  • A global dependence stochastic order based on the presence of noise / Moshe Shaked, Miguel A. Sordo, and Alfonso Suárez-Llorens
  • Introduction
  • Two previous ideas
  • Two new ideas
  • Some properties of the new orders
  • The order <GDO3-cx-- The order <GDO4-st
  • An application in reliability theory
  • Duality theory and transfers for stochastic order relations / Alfred Müller
  • Introduction
  • Transfers and integral stochastic orders
  • Duality theory
  • Main results
  • Examples
  • Reversing conditional orderings / Rachele Foschi and Fabio Spizzichino
  • Introduction
  • The role of usual stochastic ordering in conditioning
  • Remarkable properties of conditional orderings and related inversions
  • Conditional orderings and dependence
  • Applications of theorem 3.3.2
  • Default contagion and dynamic dependence properties
  • Conditional independence and reversed markov processes
  • Discussion and conclusions
  • Appendix
  • Stochastic comparison of order statistics
  • Multivariate comparisons of ordered data / Félix Belzunce
  • Introduction
  • Multivariate orders
  • Multivariate models with ordered components
  • Multivariate comparisons of ordered data
  • Some additional comments
  • Sample spacings with applications in multiple-outlier models / Nuria Torrado and Rosa E. Lillo
  • Introduction
  • Distributional properties of spacings
  • Stochastic orderings of spacings from one sample
  • Stochastic orderings of spacings from two samples
  • Stochastic orderings of spacings from multiple-outlier models
  • Conclusions
  • Sample range of two heterogeneous exponential variables / Peng Zhao and Xiaohu Li
  • Introduction
  • Likelihood ratio ordering
  • Hazard rate and dispersive orderings
  • Stochastic orders in reliability
  • On bivariate signatures for systems with independent modules / Gaofeng Da and Taizhong Hu
  • Introduction
  • Bivariate signatures
  • Useful method to compute bivariate signatures
  • The signatures of systems with independent modules
  • Generalized series and parallel systems
  • Redundancy systems
  • An important class of 3-state systems
  • Some examples
  • Stochastic comparisons of cumulative entropies / Antonio Di Crescenzo and Maria Longobardi
  • Introduction
  • Cumulative entropy
  • Connections to reliability theory
  • Inequalities and stochastic comparisons
  • Dynamic cumulative entropy
  • Empirical cumulative entropy
  • Decreasing percentile residual life: properties and estimation / Alba M. Franco-Pereira, Jacobo de Uña, Rosa E. Lillo, and Moshe Shaked
  • Introduction
  • Definitions and basic properties
  • Relationship with the percentile residual life orders
  • Estimation
  • Extension of the estimator to the censored case
  • A real data example
  • Discussion
  • A review on convolutions of gamma random variables / Baha-Eldin Khaledi and Subhash Kochar
  • Introduction
  • Preliminaries
  • Magnitude and dispersive orderings
  • Star ordering
  • Right spread order of linear combinations
  • On used systems and systems with used components / Xiaohu Li, Franco Pellerey, and Yinping You
  • Introduction
  • Main results
  • Sufficient conditions for positive aging properties
  • On allocation of active redundancies to systems: a brief review / Xiaohu Li and Weiyong Ding
  • Introduction and preliminaries
  • Redundancy at component level versus that at system level
  • Redundancies with matching spares
  • Redundancies with nonmatching spares
  • Allocation of active redundancies to a k-out-of-n system
  • The case with i.i.d. components and redundancies
  • The case with i.i.d components and i.i.d. Redundancies
  • The case with stochastically ordered components
  • Other allocations of active redundancies
  • One single redundancy
  • Several redundancies
  • System with two dependent components
  • Stochastic orders in risk analysis
  • Dynamic risk measures within discrete-time risk models / Hélène Cossette and Etienne Marceau
  • Introduction
  • Discrete-time risk model
  • Definitions
  • Dynamic vaR and TVaR
  • Numerical computation of the dynamic vaR and TVaR
  • Dynamic TVaR and increasing convex order
  • Discrete-time risk model with dependent lines of business
  • Additional definitions
  • Dynamic TVaR and supermodular order
  • Discrete-time risk model with random income
  • Additional definitions
  • Dynamic TVaR and concordance order
  • Acknowledgements
  • Excess wealth transform with applications / Subhash Kochar and Maochao Xu
  • Introduction and motivation
  • Properties of excess wealth transform and order
  • Excess wealth plot
  • Applications
  • Extreme risk analysis
  • Reliability theory
  • Auction theory
  • Actuarial science
  • Remarks
  • Applications
  • Intermediate tail dependence: a review and some new results / Lei Hua and Harry Joe
  • Introduction
  • Tail order and intermediate tail dependence
  • Extreme value copula
  • Elliptical copula
  • Archimedean copula
  • Resilience or frailty models
  • Scale mixture models
  • Remark and future work
  • Second-order conditions of regular variation and drees-type inequalities / Tiantian Mao
  • Introduction
  • Connections between 2ERV and 2RV
  • Inequalities of drees type
  • Individual and moving ratio charts for weibull processes / Francis Pascual
  • Introduction
  • Outline
  • Related work
  • Model assumptions
  • Normal individual and moving range charts
  • Shewhart control limits
  • Run length properties of the Y and MR charts
  • Discussion
  • Individual and moving ratio charts for Weibull distribution
  • Average run length and unbiasedness
  • Average run length
  • ARL unbiasedness
  • Numerical results
  • Control limits for the combined X/R charts
  • ARL-unbiasedness of X/R charts
  • Sample size requirements for phase I
  • An application
  • Conclusion
  • Appendix
  • ARL computation for the moving range chart
  • X/R ARL computation by markov chains
  • On a slow server problem / Vladimir Rykov
  • Introduction and motivation
  • Problem formulation
  • Optimality equation
  • Transformation of optimality equations
  • Monotonicity of optimal policies
  • Conclusion
  • Dependence comparison of multivariate extremes via stochastic tail orders / Haijun Li
  • Introduction
  • Stochastic tail orders
  • Tail orthant orders
  • Bibliography
  • Author index
  • Subject index.
Contributor:
Shaked, Moshe, 1945-
Li, Haijun.
Li, Xiaohu.
Available in another form:
9781461468929 (online)
(GyWOH)har135015010
Series:
Lecture notes in statistics/Proceedings, 1869-7240 ; 208
Lecture notes in statistics (Springer-Verlag) ; 208.
Lecture notes in statistics (Springer-Verlag). Proceedings.
Subjects:
ISBN:
9781461468912
1461468914

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