Inequalities and Extremal Problems in Probability and Statistics: Selected Topics
Autor Iosif Pinelis, Victor H. de la Peña, Rustam Ibragimov, Adam Os?kowski, Irina Shevtsovaen Limba Engleză Paperback – 7 mai 2017
This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks.
- Teaches users how to understand useful inequalities
- Applicable across mathematics, sciences, and engineering
- Presented by a team of leading experts
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Specificații
ISBN-13: 9780128098189
ISBN-10: 012809818X
Pagini: 198
Dimensiuni: 152 x 229 x 14 mm
Greutate: 0.32 kg
Editura: ELSEVIER SCIENCE
ISBN-10: 012809818X
Pagini: 198
Dimensiuni: 152 x 229 x 14 mm
Greutate: 0.32 kg
Editura: ELSEVIER SCIENCE
Public țintă
Researchers and graduate students in probability, statistics, and econometrics; specialists working in sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risksCuprins
1. Method of moments and sharp inequalities for martingales 2. On a class of optimal stopping problems of nonintegral type 3. On the absolute constants in Nagaev - Bikelis-type inequalities 4. On the nonuniform Berry - Esseen-type bound 5. On the Berry - Esseen bound for the Student statistic 6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes
Recenzii
"This volume presents six articles on important inequalities in probability and statistics, and related extremal problems. These include uniform and non-uniform Berry-Esseen bounds and inequalities for martingales, random polynomials and generalized cross-moments. Each of these articles presents the state of the art in the relevant area, together with some new techniques, results or applications." --zbMATH Open