Persistent Link:
http://hdl.handle.net/10150/290627
Title:
Contributions to the theory of stochastic orders
Author:
Wong, Tityik, 1962-
Issue Date:
1996
Publisher:
The University of Arizona.
Rights:
Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.
Abstract:
This dissertation adds some new results to the theory of stochastic orders. Chapter 1 contains definitions and known results that are related to our study. In Chapter 2, we introduce two new stochastic orders based on ratios of Laplace transforms, and study various properties of the new orders. Among the many properties we discover, the most interesting ones are the relations between the new orders and some existing stochastic orders. In Chapter 3, we obtain various stochastic comparison results of random extrema, that is, the maxima and minima of samples with random sizes. Some results in Chapter 2 find their applications here. In Chapter 4, we study the preservation of various stochastic orders (including the new orders introduced in Chapter 2) under random mapping by point processes. Chapter 5 contains results concerning the preservation of multivariate stochastic orders under shock models. In Chapter 6 we study the preservation of multivariate stochastic orders under random mapping by point processes. Examples and applications of main theorems are presented throughout the dissertation.
Type:
text; Dissertation-Reproduction (electronic)
Keywords:
Mathematics.; Statistics.
Degree Name:
Ph.D.
Degree Level:
doctoral
Degree Program:
Graduate College; Applied Mathematics
Degree Grantor:
University of Arizona
Advisor:
Shaked, Moshe

Full metadata record

DC FieldValue Language
dc.language.isoen_USen_US
dc.titleContributions to the theory of stochastic ordersen_US
dc.creatorWong, Tityik, 1962-en_US
dc.contributor.authorWong, Tityik, 1962-en_US
dc.date.issued1996en_US
dc.publisherThe University of Arizona.en_US
dc.rightsCopyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author.en_US
dc.description.abstractThis dissertation adds some new results to the theory of stochastic orders. Chapter 1 contains definitions and known results that are related to our study. In Chapter 2, we introduce two new stochastic orders based on ratios of Laplace transforms, and study various properties of the new orders. Among the many properties we discover, the most interesting ones are the relations between the new orders and some existing stochastic orders. In Chapter 3, we obtain various stochastic comparison results of random extrema, that is, the maxima and minima of samples with random sizes. Some results in Chapter 2 find their applications here. In Chapter 4, we study the preservation of various stochastic orders (including the new orders introduced in Chapter 2) under random mapping by point processes. Chapter 5 contains results concerning the preservation of multivariate stochastic orders under shock models. In Chapter 6 we study the preservation of multivariate stochastic orders under random mapping by point processes. Examples and applications of main theorems are presented throughout the dissertation.en_US
dc.typetexten_US
dc.typeDissertation-Reproduction (electronic)en_US
dc.subjectMathematics.en_US
dc.subjectStatistics.en_US
thesis.degree.namePh.D.en_US
thesis.degree.leveldoctoralen_US
thesis.degree.disciplineGraduate Collegeen_US
thesis.degree.disciplineApplied Mathematicsen_US
thesis.degree.grantorUniversity of Arizonaen_US
dc.contributor.advisorShaked, Mosheen_US
dc.identifier.proquest9713410en_US
dc.identifier.bibrecord.b34403875en_US
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