Inequalities and Extremal Problems in Probability and Statistics
Selected Topics
Published on 10. May 2017
198 pages
978-0-12-809892-9 (ISBN)
Description
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
More details
Other editions
Additional editions
Iosif Pinelis | Victor H. de la Pena | Rustam Ibragimov
Inequalities and Extremal Problems in Probability and Statistics
Selected Topics
Book
05/2017
Academic Press
€92.50
Shipment within 15-20 days
Persons
Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA.Victor de la Peña is Professor at the Department of Statistics, Columbia University, USA.Rustam Ibragimov is Professor of Finance and Econometrics at Imperial College Business School, UK.Adam Osekowski is Associate Professor at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland.Irina Shevtsova is Associate Professor at Moscow State University, and Senior Researcher at the Institute of Informatics Problems of the Federal Research Center "Computer Science and Control of the Russian Academy of Sciences, Russia.
Content
1. Method of moments and sharp inequalities for martingales2. On a class of optimal stopping problems of nonintegral type3. On the absolute constants in Nagaev - Bikelis-type inequalities4. On the nonuniform Berry - Esseen-type bound5. On the Berry - Esseen bound for the Student statistic6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes
