Inequalities in Statistics and Probability

Inequalities in Statistics and Probability PDF Author: Yung Liang Tong
Publisher: IMS
ISBN: 9780940600041
Category : Mathematics
Languages : en
Pages : 270

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Book Description

Inequalities in Statistics and Probability

Inequalities in Statistics and Probability PDF Author: Yung Liang Tong
Publisher: IMS
ISBN: 9780940600041
Category : Mathematics
Languages : en
Pages : 270

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Book Description


Probability Inequalities

Probability Inequalities PDF Author: Zhengyan Lin
Publisher: Springer Science & Business Media
ISBN: 3642052614
Category : Mathematics
Languages : en
Pages : 181

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Book Description
Inequality has become an essential tool in many areas of mathematical research, for example in probability and statistics where it is frequently used in the proofs. "Probability Inequalities" covers inequalities related with events, distribution functions, characteristic functions, moments and random variables (elements) and their sum. The book shall serve as a useful tool and reference for scientists in the areas of probability and statistics, and applied mathematics. Prof. Zhengyan Lin is a fellow of the Institute of Mathematical Statistics and currently a professor at Zhejiang University, Hangzhou, China. He is the prize winner of National Natural Science Award of China in 1997. Prof. Zhidong Bai is a fellow of TWAS and the Institute of Mathematical Statistics; he is a professor at the National University of Singapore and Northeast Normal University, Changchun, China.

Advances in Inequalities from Probability Theory and Statistics

Advances in Inequalities from Probability Theory and Statistics PDF Author: Neil S. Barnett
Publisher: Nova Publishers
ISBN: 9781600219436
Category : Mathematics
Languages : en
Pages : 244

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Book Description
This is the first in a series of research monographs that focus on the research, development and use of inequalities in probability and statistics. All of the papers have been peer refereed and this first edition covers a range of topics that include both survey material of published work as well as new results appearing in print for the first time.

Probability Inequalities in Multivariate Distributions

Probability Inequalities in Multivariate Distributions PDF Author: Y. L. Tong
Publisher: Academic Press
ISBN: 1483269213
Category : Mathematics
Languages : en
Pages : 255

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Book Description
Probability Inequalities in Multivariate Distributions is a comprehensive treatment of probability inequalities in multivariate distributions, balancing the treatment between theory and applications. The book is concerned only with those inequalities that are of types T1-T5. The conditions for such inequalities range from very specific to very general. Comprised of eight chapters, this volume begins by presenting a classification of probability inequalities, followed by a discussion on inequalities for multivariate normal distribution as well as their dependence on correlation coefficients. The reader is then introduced to inequalities for other well-known distributions, including the multivariate distributions of t, chi-square, and F; inequalities for a class of symmetric unimodal distributions and for a certain class of random variables that are positively dependent by association or by mixture; and inequalities obtainable through the mathematical tool of majorization and weak majorization. The book also describes some distribution-free inequalities before concluding with an overview of their applications in simultaneous confidence regions, hypothesis testing, multiple decision problems, and reliability and life testing. This monograph is intended for mathematicians, statisticians, students, and those who are primarily interested in inequalities.

The Collected Works of Wassily Hoeffding

The Collected Works of Wassily Hoeffding PDF Author: Wassily Hoeffding
Publisher: Springer Science & Business Media
ISBN: 1461208653
Category : Mathematics
Languages : en
Pages : 653

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Book Description
It has been a rare privilege to assemble this volume of Wassily Hoeffding's Collected Works. Wassily was, variously, a teacher, supervisor and colleague to us, and his work has had a profound influence on our own. Yet this would not be sufficient reason to publish his collected works. The additional and overwhelmingly compelling justification comes from the fun damental nature of his contributions to Statistics and Probability. Not only were his ideas original, and far-reaching in their implications; Wassily de veloped them so completely and elegantly in his papers that they are still cited as prime references up to half a century later. However, three of his earliest papers are cited rarely, if ever. These include material from his doctoral dissertation. They were written in German, and two of them were published in relatively obscure series. Rather than reprint the original articles, we have chosen to have them translated into English. These trans lations appear in this book, making Wassily's earliest research available to a wide audience for the first time. All other articles (including those of his contributions to Mathematical Reviews which go beyond a simple reporting of contents of articles) have been reproduced as they appeared, together with annotations and corrections made by Wassily on some private copies of his papers. Preceding these articles are three review papers which dis cuss the . impact of his work in some of the areas where he made major contributions.

Stochastic Inequalities and Applications

Stochastic Inequalities and Applications PDF Author: Evariste Giné
Publisher: Birkhäuser
ISBN: 3034880693
Category : Mathematics
Languages : en
Pages : 362

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Book Description
Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.

Inequalities in Statistics and Probability

Inequalities in Statistics and Probability PDF Author: Institute of Mathematical Statistics
Publisher:
ISBN:
Category :
Languages : en
Pages : 253

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Book Description


High-Dimensional Probability

High-Dimensional Probability PDF Author: Roman Vershynin
Publisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299

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Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Inequalities in Statistics and Probability

Inequalities in Statistics and Probability PDF Author:
Publisher:
ISBN:
Category : Inequalities (Mathematics)
Languages : en
Pages : 253

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Book Description
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.

Decoupling

Decoupling PDF Author: Victor de la Peña
Publisher: Springer Science & Business Media
ISBN: 1461205379
Category : Mathematics
Languages : en
Pages : 405

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Book Description
A friendly and systematic introduction to the theory and applications. The book begins with the sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments, which are later used to develop and interpret decoupling inequalities. Decoupling is first introduced as it applies to randomly stopped processes and unbiased estimation. The authors then proceed with the theory of decoupling in full generality, paying special attention to comparison and interplay between martingale and decoupling theory, and to applications. These include limit theorems, moment and exponential inequalities for martingales and more general dependence structures, biostatistical implications, and moment convergence in Anscombe's theorem and Wald's equation for U--statistics. Addressed to researchers in probability and statistics and to graduates, the expositon is at the level of a second graduate probability course, with a good portion of the material fit for use in a first year course.