The Methods of Distances in the Theory of Probability and Statistics

The Methods of Distances in the Theory of Probability and Statistics PDF Author: Svetlozar T. Rachev
Publisher: Springer Science & Business Media
ISBN: 1461448697
Category : Mathematics
Languages : en
Pages : 616

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Book Description
This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases. Svetlozar T. Rachev is the Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statistics, SUNY-Stony Brook and Chief Scientist of Finanlytica, USA. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor at EDHEC Business School and Head of Research, EDHEC-Risk Institute—Asia (Singapore). Frank J. Fabozzi is a Professor at EDHEC Business School. (USA)

The Methods of Distances in the Theory of Probability and Statistics

The Methods of Distances in the Theory of Probability and Statistics PDF Author: Svetlozar T. Rachev
Publisher: Springer Science & Business Media
ISBN: 1461448697
Category : Mathematics
Languages : en
Pages : 616

Get Book Here

Book Description
This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases. Svetlozar T. Rachev is the Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statistics, SUNY-Stony Brook and Chief Scientist of Finanlytica, USA. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor at EDHEC Business School and Head of Research, EDHEC-Risk Institute—Asia (Singapore). Frank J. Fabozzi is a Professor at EDHEC Business School. (USA)

Statistical Inference

Statistical Inference PDF Author: Ayanendranath Basu
Publisher: CRC Press
ISBN: 1420099663
Category : Computers
Languages : en
Pages : 424

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Book Description
In many ways, estimation by an appropriate minimum distance method is one of the most natural ideas in statistics. However, there are many different ways of constructing an appropriate distance between the data and the model: the scope of study referred to by "Minimum Distance Estimation" is literally huge. Filling a statistical resource gap, Stati

Probability and Measure

Probability and Measure PDF Author: Patrick Billingsley
Publisher: John Wiley & Sons
ISBN: 9788126517718
Category :
Languages : en
Pages : 612

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Book Description
Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.· Probability· Measure· Integration· Random Variables and Expected Values· Convergence of Distributions· Derivatives and Conditional Probability· Stochastic Processes

Lectures on the Coupling Method

Lectures on the Coupling Method PDF Author: Torgny Lindvall
Publisher: Courier Corporation
ISBN: 048615324X
Category : Mathematics
Languages : en
Pages : 292

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Book Description
Practical and easy-to-use reference progresses from simple to advanced topics, covering, among other topics, renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. 1992 edition.

Soft Methods in Probability, Statistics and Data Analysis

Soft Methods in Probability, Statistics and Data Analysis PDF Author: Przemyslaw Grzegorzewski
Publisher: Springer Science & Business Media
ISBN: 3790817732
Category : Mathematics
Languages : en
Pages : 376

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Book Description
Classical probability theory and mathematical statistics appear sometimes too rigid for real life problems, especially while dealing with vague data or imprecise requirements. These problems have motivated many researchers to "soften" the classical theory. Some "softening" approaches utilize concepts and techniques developed in theories such as fuzzy sets theory, rough sets, possibility theory, theory of belief functions and imprecise probabilities, etc. Since interesting mathematical models and methods have been proposed in the frameworks of various theories, this text brings together experts representing different approaches used in soft probability, statistics and data analysis.

A Modern Introduction to Probability and Statistics

A Modern Introduction to Probability and Statistics PDF Author: F.M. Dekking
Publisher: Springer Science & Business Media
ISBN: 1846281687
Category : Mathematics
Languages : en
Pages : 485

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Book Description
Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books

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.

TMS 2021 150th Annual Meeting & Exhibition Supplemental Proceedings

TMS 2021 150th Annual Meeting & Exhibition Supplemental Proceedings PDF Author: The Minerals, Metals & Materials Society
Publisher: Springer Nature
ISBN: 3030652610
Category : Technology & Engineering
Languages : en
Pages : 1062

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Book Description
This collection presents papers from the 150th Annual Meeting & Exhibition of The Minerals, Metals & Materials Society.

Introduction to Probability

Introduction to Probability PDF Author: Charles Miller Grinstead
Publisher: American Mathematical Soc.
ISBN: 0821894145
Category : Mathematics
Languages : en
Pages : 530

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Book Description
This text is designed for an introductory probability course at the university level for sophomores, juniors, and seniors in mathematics, physical and social sciences, engineering, and computer science. It presents a thorough treatment of ideas and techniques necessary for a firm understanding of the subject.

Introduction to Probability and Statistics Using R

Introduction to Probability and Statistics Using R PDF Author: G. Jay Kerns
Publisher: Lulu.com
ISBN: 0557249791
Category : Education
Languages : en
Pages : 388

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Book Description
This is a textbook for an undergraduate course in probability and statistics. The approximate prerequisites are two or three semesters of calculus and some linear algebra. Students attending the class include mathematics, engineering, and computer science majors.