The Methods of Distances in the Theory of Probability and Statistics

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Publisher : Springer Science & Business Media
ISBN 13 : 1461448697
Total Pages : 616 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis The Methods of Distances in the Theory of Probability and Statistics by : Svetlozar T. Rachev

Download or read book The Methods of Distances in the Theory of Probability and Statistics written by Svetlozar T. Rachev and published by Springer Science & Business Media. This book was released on 2013-01-04 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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)

A Modern Introduction to Probability and Statistics

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Publisher : Springer Science & Business Media
ISBN 13 : 1846281687
Total Pages : 485 pages
Book Rating : 4.8/5 (462 download)

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Book Synopsis A Modern Introduction to Probability and Statistics by : F.M. Dekking

Download or read book A Modern Introduction to Probability and Statistics written by F.M. Dekking and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Statistical Inference

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Publisher : CRC Press
ISBN 13 : 1420099663
Total Pages : 424 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Statistical Inference by : Ayanendranath Basu

Download or read book Statistical Inference written by Ayanendranath Basu and published by CRC Press. This book was released on 2011-06-22 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

An Invitation to Statistics in Wasserstein Space

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Publisher : Springer Nature
ISBN 13 : 3030384381
Total Pages : 157 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis An Invitation to Statistics in Wasserstein Space by : Victor M. Panaretos

Download or read book An Invitation to Statistics in Wasserstein Space written by Victor M. Panaretos and published by Springer Nature. This book was released on 2020-03-10 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it also provides an accessible introduction to the fundamentals of this current topic, as well as an overview that will serve as an invitation and catalyst for further research. Statistics in Wasserstein spaces represents an emerging topic in mathematical statistics, situated at the interface between functional data analysis (where the data are functions, thus lying in infinite dimensional Hilbert space) and non-Euclidean statistics (where the data satisfy nonlinear constraints, thus lying on non-Euclidean manifolds). The Wasserstein space provides the natural mathematical formalism to describe data collections that are best modeled as random measures on Euclidean space (e.g. images and point processes). Such random measures carry the infinite dimensional traits of functional data, but are intrinsically nonlinear due to positivity and integrability restrictions. Indeed, their dominating statistical variation arises through random deformations of an underlying template, a theme that is pursued in depth in this monograph.

Probability and Statistics

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Publisher : Macmillan
ISBN 13 : 9780716747420
Total Pages : 704 pages
Book Rating : 4.7/5 (474 download)

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Book Synopsis Probability and Statistics by : Michael J. Evans

Download or read book Probability and Statistics written by Michael J. Evans and published by Macmillan. This book was released on 2004 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike traditional introductory math/stat textbooks, Probability and Statistics: The Science of Uncertainty brings a modern flavor based on incorporating the computer to the course and an integrated approach to inference. From the start the book integrates simulations into its theoretical coverage, and emphasizes the use of computer-powered computation throughout.* Math and science majors with just one year of calculus can use this text and experience a refreshing blend of applications and theory that goes beyond merely mastering the technicalities. They'll get a thorough grounding in probability theory, and go beyond that to the theory of statistical inference and its applications. An integrated approach to inference is presented that includes the frequency approach as well as Bayesian methodology. Bayesian inference is developed as a logical extension of likelihood methods. A separate chapter is devoted to the important topic of model checking and this is applied in the context of the standard applied statistical techniques. Examples of data analyses using real-world data are presented throughout the text. A final chapter introduces a number of the most important stochastic process models using elementary methods. *Note: An appendix in the book contains Minitab code for more involved computations. The code can be used by students as templates for their own calculations. If a software package like Minitab is used with the course then no programming is required by the students.

Distance Sampling: Methods and Applications

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Publisher : Springer
ISBN 13 : 3319192191
Total Pages : 277 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Distance Sampling: Methods and Applications by : S. T. Buckland

Download or read book Distance Sampling: Methods and Applications written by S. T. Buckland and published by Springer. This book was released on 2015-08-08 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the authors cover the basic methods and advances within distance sampling that are most valuable to practitioners and in ecology more broadly. This is the fourth book dedicated to distance sampling. In the decade since the last book published, there have been a number of new developments. The intervening years have also shown which advances are of most use. This self-contained book covers topics from the previous publications, while also including recent developments in method, software and application. Distance sampling refers to a suite of methods, including line and point transect sampling, in which animal density or abundance is estimated from a sample of distances to detected individuals. The book illustrates these methods through case studies; data sets and computer code are supplied to readers through the book’s accompanying website. Some of the case studies use the software Distance, while others use R code. The book is in three parts. The first part addresses basic methods, the design of surveys, distance sampling experiments, field methods and data issues. The second part develops a range of modelling approaches for distance sampling data. The third part describes variations in the basic method; discusses special issues that arise when sampling different taxa (songbirds, seabirds, cetaceans, primates, ungulates, butterflies, and plants); considers advances to deal with failures of the key assumptions; and provides a check-list for those conducting surveys.

High-Dimensional Probability

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Publisher : Cambridge University Press
ISBN 13 : 1108415199
Total Pages : 299 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis High-Dimensional Probability by : Roman Vershynin

Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Encyclopedia of Distances

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Publisher : Springer
ISBN 13 : 3662528444
Total Pages : 757 pages
Book Rating : 4.6/5 (625 download)

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Book Synopsis Encyclopedia of Distances by : Michel Marie Deza

Download or read book Encyclopedia of Distances written by Michel Marie Deza and published by Springer. This book was released on 2016-08-16 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 4-th edition of the leading reference volume on distance metrics is characterized by updated and rewritten sections on some items suggested by experts and readers, as well a general streamlining of content and the addition of essential new topics. Though the structure remains unchanged, the new edition also explores recent advances in the use of distances and metrics for e.g. generalized distances, probability theory, graph theory, coding theory, data analysis. New topics in the purely mathematical sections include e.g. the Vitanyi multiset-metric, algebraic point-conic distance, triangular ratio metric, Rossi-Hamming metric, Taneja distance, spectral semimetric between graphs, channel metrization, and Maryland bridge distance. The multidisciplinary sections have also been supplemented with new topics, including: dynamic time wrapping distance, memory distance, allometry, atmospheric depth, elliptic orbit distance, VLBI distance measurements, the astronomical system of units, and walkability distance. Leaving aside the practical questions that arise during the selection of a ‘good’ distance function, this work focuses on providing the research community with an invaluable comprehensive listing of the main available distances. As well as providing standalone introductions and definitions, the encyclopedia facilitates swift cross-referencing with easily navigable bold-faced textual links to core entries. In addition to distances themselves, the authors have collated numerous fascinating curiosities in their Who’s Who of metrics, including distance-related notions and paradigms that enable applied mathematicians in other sectors to deploy research tools that non-specialists justly view as arcane. In expanding access to these techniques, and in many cases enriching the context of distances themselves, this peerless volume is certain to stimulate fresh research.

Soft Methods in Probability, Statistics and Data Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 3790817732
Total Pages : 376 pages
Book Rating : 4.7/5 (98 download)

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Book Synopsis Soft Methods in Probability, Statistics and Data Analysis by : Przemyslaw Grzegorzewski

Download or read book Soft Methods in Probability, Statistics and Data Analysis written by Przemyslaw Grzegorzewski and published by Springer Science & Business Media. This book was released on 2013-12-11 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Probability and Measure

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Publisher : John Wiley & Sons
ISBN 13 : 9788126517718
Total Pages : 612 pages
Book Rating : 4.5/5 (177 download)

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Book Synopsis Probability and Measure by : Patrick Billingsley

Download or read book Probability and Measure written by Patrick Billingsley and published by John Wiley & Sons. This book was released on 2017 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Introduction to Probability

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Publisher : Cambridge University Press
ISBN 13 : 110824498X
Total Pages : 447 pages
Book Rating : 4.1/5 (82 download)

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Book Synopsis Introduction to Probability by : David F. Anderson

Download or read book Introduction to Probability written by David F. Anderson and published by Cambridge University Press. This book was released on 2017-11-02 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.

Introduction to Probability and Statistics Using R

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Publisher : Lulu.com
ISBN 13 : 0557249791
Total Pages : 388 pages
Book Rating : 4.5/5 (572 download)

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Book Synopsis Introduction to Probability and Statistics Using R by : G. Jay Kerns

Download or read book Introduction to Probability and Statistics Using R written by G. Jay Kerns and published by Lulu.com. This book was released on 2010-01-10 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Weak Convergence of Measures

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Publisher : American Mathematical Soc.
ISBN 13 : 147044738X
Total Pages : 286 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Weak Convergence of Measures by : Vladimir I. Bogachev

Download or read book Weak Convergence of Measures written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2018-09-27 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and other theoretical and applied fields. Particular attention is given to weak convergence of measures. The principal material is oriented toward a broad circle of readers dealing with convergence in distribution of random variables and weak convergence of measures. The book contains the necessary background from measure theory and functional analysis. Large complementary sections aimed at researchers present the most important recent achievements. More than 100 exercises (ranging from easy introductory exercises to rather difficult problems for experienced readers) are given with hints, solutions, or references. Historic and bibliographic comments are included. The target readership includes mathematicians and physicists whose research is related to probability theory, mathematical statistics, functional analysis, and mathematical physics.

Introduction to Probability and Statistics for Science, Engineering, and Finance

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Publisher : CRC Press
ISBN 13 : 158488813X
Total Pages : 680 pages
Book Rating : 4.5/5 (848 download)

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Book Synopsis Introduction to Probability and Statistics for Science, Engineering, and Finance by : Walter A. Rosenkrantz

Download or read book Introduction to Probability and Statistics for Science, Engineering, and Finance written by Walter A. Rosenkrantz and published by CRC Press. This book was released on 2008-07-10 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integrating interesting and widely used concepts of financial engineering into traditional statistics courses, Introduction to Probability and Statistics for Science, Engineering, and Finance illustrates the role and scope of statistics and probability in various fields. The text first introduces the basics needed to understand and create

Probability Theory and Statistical Inference

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Publisher : Cambridge University Press
ISBN 13 : 1107185149
Total Pages : 787 pages
Book Rating : 4.1/5 (71 download)

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Book Synopsis Probability Theory and Statistical Inference by : Aris Spanos

Download or read book Probability Theory and Statistical Inference written by Aris Spanos and published by Cambridge University Press. This book was released on 2019-09-19 with total page 787 pages. Available in PDF, EPUB and Kindle. Book excerpt: This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

The Oxford Dictionary of Statistical Terms

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Publisher : Oxford University Press, USA
ISBN 13 : 9780199206131
Total Pages : 516 pages
Book Rating : 4.2/5 (61 download)

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Book Synopsis The Oxford Dictionary of Statistical Terms by : Yadolah Dodge

Download or read book The Oxford Dictionary of Statistical Terms written by Yadolah Dodge and published by Oxford University Press, USA. This book was released on 2003 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the new-in-paperback edition of The Oxford Dictionary of Statistical Terms, the much-awaited sixth edition of the acclaimed standard reference work in statistics, published on behalf of the International Statistical Institute. The first edition, known as the Dictionary of Statistical Terms, was edited in 1957 by the late Sir Maurice Kendall and the late Dr W.R. Buckland. As one of the first dictionaries of statistics it set high standards for the subject, and became a well-respected reference. This edition has been carefully updated and extended to include the most recent terminology and techniques in statistics. Significant revision and expansion from an international editorial board of senior statisticians has resulted in a comprehenisive reference text which includes 30% more material than previous editions. Ideal for all who use statistics in the workplace and in research including all scientists and social scientists, especially in law, politics, finance, business, and history, it is an indispensable reference.

Lectures on the Coupling Method

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Publisher : Courier Corporation
ISBN 13 : 9780486421452
Total Pages : 292 pages
Book Rating : 4.4/5 (214 download)

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Book Synopsis Lectures on the Coupling Method by : Torgny Lindvall

Download or read book Lectures on the Coupling Method written by Torgny Lindvall and published by Courier Corporation. This book was released on 2002-01-01 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: An important tool in probability theory and its applications, the coupling method is primarily used in estimates of total variation distances. The method also works well in establishing inequalities, and it has proven highly successful in the study of Markov and renewal process asymptotics. This text represents a detailed, comprehensive examination of the method and its broad variety of applications. Readers progress from simple to advanced topics, with end-of-discussion notes that reinforce the preceding material. Topics include renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. A practical and easy-to-use reference, this volume will accommodate the diverse needs of professionals in the fields of statistics, mathematics, and operational research, as well as those of teachers and students.