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. - Teaches users how to understand useful inequalities - Applicable across mathematics, sciences, and engineering - Presented by a team of leading experts



Autorentext

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



Inhalt

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

Titel
Inequalities and Extremal Problems in Probability and Statistics
Untertitel
Selected Topics
EAN
9780128098929
Format
E-Book (epub)
Veröffentlichung
10.05.2017
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
16.6 MB
Anzahl Seiten
198