Inequalities and Extremal Problems in Probability and Statistics

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.

Autorentext

Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA.

Inhalt

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