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QA273.6 .S763 2013
Effiziente Schätzung der Wahrschein...
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Stangier, Wolfgang
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Stochastic orders in reliability an...
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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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Math & Statistics Library

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QA273.6 .S763 2013
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QA273.6 .S763 2013
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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 SuárezLlorens
Introduction
Two previous ideas
Two new ideas
Some properties of the new orders
The order <GDO3cx The order <GDO4st
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 multipleoutlier 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 multipleoutlier 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 3state 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. FrancoPereira, 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 / BahaEldin 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 koutofn 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 discretetime risk models / Hélène Cossette and Etienne Marceau
Introduction
Discretetime risk model
Definitions
Dynamic vaR and TVaR
Numerical computation of the dynamic vaR and TVaR
Dynamic TVaR and increasing convex order
Discretetime risk model with dependent lines of business
Additional definitions
Dynamic TVaR and supermodular order
Discretetime 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
Secondorder conditions of regular variation and dreestype 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
ARLunbiasedness 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, 18697240 ; 208
Lecture notes in statistics (SpringerVerlag) ;
208.
Lecture notes in statistics (SpringerVerlag). Proceedings.
Subjects:
Stochastic orders
>
Congresses.
Inequalities (Mathematics)
>
Congresses.
Decision making
>
Congresses.
ISBN:
9781461468912
1461468914
Catkey: 10196605
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