Inequalities and Extremal Problems in Probability and Statistics. Selected Topics

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. Content: Front Matter,Copyright,PrefaceEntitled to full textChapter 1 - Method of Moments and Sharp Inequalities for Martingales, Pages 1-27 Chapter 2 - On a Class of Optimal Stopping Problems of Nonintegral Type, Pages 29-45 Chapter 3 - On the Absolute Constants in Nagaev–Bikelis-Type Inequalities, Pages 47-102 Chapter 4 - On the Nonuniform Berry–Esseen Bound, Pages 103-138 Chapter 5 - On the Berry–Esseen Bound for the Student Statistic, Pages 139-157 Chapter 6 - Sharp Probability Inequalities for Random Polynomials, Generalized Sample Cross-Moments, and Studentized Processes, Pages 159-187