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Inequalities and Extremal Problems in Probability and Statistics
Selected Topics
- 1st Edition - May 8, 2017
- Authors: Iosif Pinelis, Victor H. de la Peña, Rustam Ibragimov, Adam Osȩkowski, Irina Shevtsova
- Language: English
- Paperback ISBN:9 7 8 - 0 - 1 2 - 8 0 9 8 1 8 - 9
- eBook ISBN:9 7 8 - 0 - 1 2 - 8 0 9 8 9 2 - 9
Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathemati… Read more
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Request a sales quoteInequalities 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
Researchers and graduate students in probability, statistics, and econometrics; specialists working in sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks
1. Method of moments and sharp inequalities for martingales
Adam Osekowski
2. On a class of optimal stopping problems of nonintegral type
Adam Osekowski
3. On the absolute constants in Nagaev - Bikelis-type inequalities
Irina Shevtsova
4. On the nonuniform Berry - Esseen-type bound
Iosif Pinelis
5. On the Berry - Esseen bound for the Student statistic
Iosif Pinelis
6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes
Rustam Ibragimov and Victor H. de la Pena
- No. of pages: 198
- Language: English
- Edition: 1
- Published: May 8, 2017
- Imprint: Academic Press
- Paperback ISBN: 9780128098189
- eBook ISBN: 9780128098929
IP
Iosif Pinelis
Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA.
Affiliations and expertise
Professor, Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USAVd
Victor H. de la Peña
Victor de la Peña is Professor at the Department of Statistics, Columbia University, USA.
Affiliations and expertise
Professor, Department of Statistics, Columbia University, USARI
Rustam Ibragimov
Rustam Ibragimov is Professor of Finance and Econometrics at Imperial College Business School, UK.
Affiliations and expertise
Professor of Finance and Econometrics, Imperial College Business School, UKAO
Adam Osȩkowski
Adam Osekowski is Associate Professor at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland.
Affiliations and expertise
Associate Professor, Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, PolandIS
Irina Shevtsova
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.
Affiliations and expertise
Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, RussiaRead Inequalities and Extremal Problems in Probability and Statistics on ScienceDirect