Inequalities and Extremal Problems in Probability and Statistics
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Inequalities and Extremal Problems in Probability and Statistics

Selected Topics

1st Edition - May 8, 2017

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  • Authors: Iosif Pinelis, Victor de la Peña, Rustam Ibragimov, Adam Adam Osȩkowski, Irina Shevtsova
  • eBook ISBN: 9780128098929
  • Paperback ISBN: 9780128098189

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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.

Key Features

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

Readership

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

Table of Contents

  • 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

Product details

  • No. of pages: 198
  • Language: English
  • Copyright: © Academic Press 2017
  • Published: May 8, 2017
  • Imprint: Academic Press
  • eBook ISBN: 9780128098929
  • Paperback ISBN: 9780128098189

About the Authors

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, USA

Victor 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, USA

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, UK

Adam 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, Poland

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, Russia

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