Inequalities and Extremal Problems in Probability and Statistics
Selected Topics

Shines a light on the broader understanding of the role and applications of inequalities and extremal problems

Iosif Pinelis (Author), Victor H. de la Peña (Author), Rustam Ibragimov (Author), Adam Os?kowski (Author), Irina Shevtsova (Author)

9780128098189

Paperback, published 8 May 2017

198 pages
22.9 x 15.1 x 1.4 cm, 0.33 kg

"This volume presents six articles on important inequalities in probability and statistics, and related extremal problems. These include uniform and non-uniform Berry-Esseen bounds and inequalities for martingales, random polynomials and generalized cross-moments. Each of these articles presents the state of the art in the relevant area, together with some new techniques, results or applications." --zbMATH Open

Approx.188 pages

1. Method of moments and sharp inequalities for martingales 2. On a class of optimal stopping problems of nonintegral type 3. On the absolute constants in Nagaev - Bikelis-type inequalities 4. On the nonuniform Berry - Esseen-type bound 5. On the Berry - Esseen bound for the Student statistic 6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes

Subject Areas: Stochastics [PBWL], Probability & statistics [PBT]