Boundary Crossing Probabilities for the Kolmogorov-Smirnov Statistics

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Publisher :
ISBN 13 :
Total Pages : 114 pages
Book Rating : 4.:/5 (829 download)

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Book Synopsis Boundary Crossing Probabilities for the Kolmogorov-Smirnov Statistics by : Richard Melvin Stanley

Download or read book Boundary Crossing Probabilities for the Kolmogorov-Smirnov Statistics written by Richard Melvin Stanley and published by . This book was released on 1970 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:

From Statistics to Mathematical Finance

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Publisher : Springer
ISBN 13 : 3319509861
Total Pages : 437 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis From Statistics to Mathematical Finance by : Dietmar Ferger

Download or read book From Statistics to Mathematical Finance written by Dietmar Ferger and published by Springer. This book was released on 2017-10-28 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.

Selected Translations in Mathematical Statistics and Probability

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821814659
Total Pages : 328 pages
Book Rating : 4.8/5 (146 download)

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Book Synopsis Selected Translations in Mathematical Statistics and Probability by :

Download or read book Selected Translations in Mathematical Statistics and Probability written by and published by American Mathematical Soc.. This book was released on 1981 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Limit Theorems in Probability and Statistics

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Publisher : North Holland
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Limit Theorems in Probability and Statistics by : Pál Révész

Download or read book Limit Theorems in Probability and Statistics written by Pál Révész and published by North Holland. This book was released on 1984 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Boundary Crossing Probabilities for U-statistics

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Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (253 download)

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Book Synopsis Boundary Crossing Probabilities for U-statistics by : Rasul A. Khan

Download or read book Boundary Crossing Probabilities for U-statistics written by Rasul A. Khan and published by . This book was released on 1971 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let the set (U sub n, n> or = r) be a sequence of U-statistics with mean theta. The author computes upper bounds on the probabilities P(U sub n - theta> or = a sub n for some n> or = m) and P(/U sub n - theta /> or = a sub n for some n> or = m) for certain for certain boundary sequences including a sub n = O(square root (2 loglog n/n)). An invariance theorem is also deduced. (Author).

Large Deviations for Boundary Crossing Probabilities

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Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Large Deviations for Boundary Crossing Probabilities by : STANFORD UNIV CA DEPT OF STATISTICS.

Download or read book Large Deviations for Boundary Crossing Probabilities written by STANFORD UNIV CA DEPT OF STATISTICS. and published by . This book was released on 1981 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: For random walsk s sub n, n=1,2, ... whose distribution can be imbedded in an exponential family, a method is described for determining the asymptotic behavior as m goes to infinity of P(s sub n> m c(n/m) for some n

Distribution Theory for Tests Based on the Sample Distribution Function

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Publisher : SIAM
ISBN 13 : 9781611970586
Total Pages : 70 pages
Book Rating : 4.9/5 (75 download)

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Book Synopsis Distribution Theory for Tests Based on the Sample Distribution Function by : J. Durbin

Download or read book Distribution Theory for Tests Based on the Sample Distribution Function written by J. Durbin and published by SIAM. This book was released on 1973-01-01 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a coherent body of theory for the derivation of the sampling distributions of a wide range of test statistics. Emphasis is on the development of practical techniques. A unified treatment of the theory was attempted, e.g., the author sought to relate the derivations for tests on the circle and the two-sample problem to the basic theory for the one-sample problem on the line. The Markovian nature of the sample distribution function is stressed, as it accounts for the elegance of many of the results achieved, as well as the close relation with parts of the theory of stochastic processes.

Inequalities In Analysis And Probability (Third Edition)

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Publisher : World Scientific
ISBN 13 : 9811231362
Total Pages : 371 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Inequalities In Analysis And Probability (Third Edition) by : Odile Pons

Download or read book Inequalities In Analysis And Probability (Third Edition) written by Odile Pons and published by World Scientific. This book was released on 2021-10-18 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book introduces classical inequalities in vector and functional spaces with applications to probability. It develops new analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales, to transformed Brownian motions and diffusions, to Markov and point processes, renewal, branching and shock processes.In this third edition, the inequalities for martingales are presented in two chapters for discrete and time-continuous local martingales with new results for the bound of the norms of a martingale by the norms of the predictable processes of its quadratic variations, for the norms of their supremum and their p-variations. More inequalities are also covered for the tail probabilities of Gaussian processes and for spatial processes.This book is well-suited for undergraduate and graduate students as well as researchers in theoretical and applied mathematics.

Inequalities In Analysis And Probability

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Publisher : World Scientific
ISBN 13 : 9814412597
Total Pages : 232 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Inequalities In Analysis And Probability by : Odile Pons

Download or read book Inequalities In Analysis And Probability written by Odile Pons and published by World Scientific. This book was released on 2012-11-29 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of the new results are presented in great detail.

Journal of Applied Probability

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Publisher :
ISBN 13 :
Total Pages : 634 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Journal of Applied Probability by :

Download or read book Journal of Applied Probability written by and published by . This book was released on 2001 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Inequalities In Analysis And Probability (Second Edition)

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Publisher : World Scientific
ISBN 13 : 9813144009
Total Pages : 309 pages
Book Rating : 4.8/5 (131 download)

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Book Synopsis Inequalities In Analysis And Probability (Second Edition) by : Odile Pons

Download or read book Inequalities In Analysis And Probability (Second Edition) written by Odile Pons and published by World Scientific. This book was released on 2016-11-03 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of many new results are presented in great detail. Original tools are developed for spatial point processes and stochastic integration with respect to local martingales in the plane.This second edition covers properties of random variables and time continuous local martingales with a discontinuous predictable compensator, with exponential inequalities and new inequalities for their maximum variable and their p-variations. A chapter on stochastic calculus presents the exponential sub-martingales developed for stationary processes and their properties. Another chapter devoted itself to the renewal theory of processes and to semi-Markovian processes, branching processes and shock processes. The Chapman-Kolmogorov equations for strong semi-Markovian processes provide equations for their hitting times in a functional setting which extends the exponential properties of the Markovian processes.

Spatial Statistics

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Publisher : John Wiley & Sons
ISBN 13 : 047172520X
Total Pages : 272 pages
Book Rating : 4.4/5 (717 download)

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Book Synopsis Spatial Statistics by : Brian D. Ripley

Download or read book Spatial Statistics written by Brian D. Ripley and published by John Wiley & Sons. This book was released on 2005-02-25 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "Books such as this that bring together, clarify, and summarizerecent research can lead to a great increase of interest in thearea. . . . a major achievement in describing many aspects ofspatial data and discussing, with examples, different methods ofanalysis." –Royal Statistical Society "Dr. Ripley’s book is an excellent survey of the spatialstatistical methodology. It is very well illustrated with examples[that] give a clear view of the wide scope of the subject, the wayin which techniques often have to be tailored to particularapplications, and the different sorts of spatial data thatarise." –The Bulletin of the London Mathematics Society Spatial Statistics provides a comprehensive guide to theanalysis of spatial data. Each chapter covers a particular dataformat and the associated class of problems, introducing theory,giving computational suggestions, and providing examples. Methodsare illustrated by computer-drawn figures. The book serves as anintroduction to this rapidly growing research area formathematicians and statisticians, and as a reference to newcomputer methods for researchers in ecology, geology, archaeology,and the earth sciences.

Limit Theorems of Probability Theory

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Publisher : North-Holland
ISBN 13 :
Total Pages : 432 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Limit Theorems of Probability Theory by : Pál Révész

Download or read book Limit Theorems of Probability Theory written by Pál Révész and published by North-Holland. This book was released on 1975 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Limit laws for order statistics; Some notes on the law of the iterated logarithm for empirical distribution function; Some notes on the empirical distribution function and the quantile process; Law of large numbers for Markov chains homogeneous in time and in the second component; Learning from an ergodic training sequence; Around the Glivenko - Cantelli theorem; Gauss distributions and central limit theorem for locally compact groups; Limit problems on topological stochastic groups and bohr compactification; Weak convergence and embedding; The method of perturbation on the spectrum of linear operators in asymptotic problems of probability theory; Equivalence-orthogonality dichotomies of probability measures; On some asymptotical properties of recursive estimates; On the properties of the recursive estimates for a functional of an unknown distribution function; Some functional laws of the iterated logarithm for dependent random variables.

Advances in Distribution Theory, Order Statistics, and Inference

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Publisher : Springer Science & Business Media
ISBN 13 : 0817644873
Total Pages : 515 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Advances in Distribution Theory, Order Statistics, and Inference by : N. Balakrishnan

Download or read book Advances in Distribution Theory, Order Statistics, and Inference written by N. Balakrishnan and published by Springer Science & Business Media. This book was released on 2007-10-23 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to honor the fundamental contributions to many different areas of statistics made by Barry Arnold. Distinguished and active researchers highlight some of the recent developments in statistical distribution theory, order statistics and their properties, as well as inferential methods associated with them. Applications to survival analysis, reliability, quality control, and environmental problems are emphasized.

Boundary Crossing Probabilities for Diffusion Processes and Related Problems

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Publisher :
ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.:/5 (421 download)

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Book Synopsis Boundary Crossing Probabilities for Diffusion Processes and Related Problems by : Andrew Nicholas Downes

Download or read book Boundary Crossing Probabilities for Diffusion Processes and Related Problems written by Andrew Nicholas Downes and published by . This book was released on 2008 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability and Mathematical Statistics

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Publisher :
ISBN 13 :
Total Pages : 444 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Probability and Mathematical Statistics by :

Download or read book Probability and Mathematical Statistics written by and published by . This book was released on 2000 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Empirical Processes with Applications to Statistics

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Publisher : SIAM
ISBN 13 : 0898719011
Total Pages : 992 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Empirical Processes with Applications to Statistics by : Galen R. Shorack

Download or read book Empirical Processes with Applications to Statistics written by Galen R. Shorack and published by SIAM. This book was released on 2009-01-01 with total page 992 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.