Inequalities and Extremal Problems in Probability and Statistics

Selected Topics
Erscheinungsjahr 2017
ISBN: 978-0-12-809818-9
Verlag: Elsevier Science

Buch, Englisch, 198 Seiten, Format (B × H): 150 mm x 226 mm, Gewicht: 318 g

Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics.

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.

Zielgruppe

<p>Researchers and graduate students in probability, statistics, and econometrics; specialists working in sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks</p>

Autoren/Hrsg.

Pinelis, Iosif

de la Peña, Victor H

Ibragimov, Rustam

Os&

Os?kowski, Adam

Shevtsova, Irina

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

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

Über Autor(innen)

de la Peña, Victor H
Victor de la Peña is Professor at the Department of Statistics, Columbia University, USA.

Pinelis, Iosif
Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA.

Os?kowski, Adam
Adam Osekowski is Associate Professor at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland.

Ibragimov, Rustam
Rustam Ibragimov is Professor of Finance and Econometrics at Imperial College Business School, UK.