Inequalities and Extremal Problems in Probability and Statistics: Selected Topics

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. As it is oftentimes desirable that the bound provided by the inequality in question be sharp (exact, optimal, best possible) in some sense, in other words, such a bound would present a solution to an extremal problem, this book shines a light on the importance of inequalities and how they relate to probability and statistics. Teaches users how to understand useful inequalitiesApplicable across mathematics, sciences, and engineeringPresented by a team of leading experts INDICE: 1. Method of moments and sharp inequalities for martingales Adam Osekowski 2. On a class of optimal stopping problems Adam Osekowski 3. On the absolute constants in Nagaev - Bikelis-type inequalities Irina Shevtsova 4. Improved nonuniform Berry - Esseen-type bounds Iosif Pinelis 5. On the Berry - Esseen bound for the Student statistic Iosif Pinelis 6. Sharp probability inequalities and conservative testing procedures for studentized processes and moving averages with applications to econometric models and heavy tails Rustam Ibragimov and Victor H. de la Pena

• ISBN: 978-0-12-809818-9
• Editorial: Academic Press
• Encuadernacion: Rústica
• Páginas: 200
• Fecha Publicación: 01/06/2017
• Nº Volúmenes: 1
• Idioma: Inglés