Weighted Approximations in Probability and Statistics

Weighted Approximations in Probability and Statistics PDF

Author: Miklós Csörgö

Publisher: Wiley

Published: 1993-04-27

Total Pages: 464

ISBN-13: 9780471936350

DOWNLOAD EBOOK →

Explores probability and statistics from the ``Hungarian construction'' viewpoint. Concentrates on renewal and related processes, on weighted approximations of empirical and quantile processes and on the asymptotic distributions of functionals of these weighted processes. Also covers strong approximations of partial sums of independent identically distributed random variables and general quantile processes and their approximations in detail. Includes appendix and references.

Strong Approximations in Probability and Statistics

Strong Approximations in Probability and Statistics PDF

Author: M. Csörgo

Publisher: Academic Press

Published: 2014-07-10

Total Pages: 287

ISBN-13: 1483268047

DOWNLOAD EBOOK →

Strong Approximations in Probability and Statistics presents strong invariance type results for partial sums and empirical processes of independent and identically distributed random variables (IIDRV). This seven-chapter text emphasizes the applicability of strong approximation methodology to a variety of problems of probability and statistics. Chapter 1 evaluates the theorems for Wiener and Gaussian processes that can be extended to partial sums and empirical processes of IIDRV through strong approximation methods, while Chapter 2 addresses the problem of best possible strong approximations of partial sums of IIDRV by a Wiener process. Chapters 3 and 4 contain theorems concerning the one-time parameter Wiener process and strong approximation for the empirical and quantile processes based on IIDRV. Chapter 5 demonstrate the validity of previously discussed theorems, including Brownian bridges and Kiefer process, for empirical and quantile processes. Chapter 6 illustrate the approximation of defined sequences of empirical density, regression, and characteristic functions by appropriate Gaussian processes. Chapter 7 deal with the application of strong approximation methodology to study weak and strong convergence properties of random size partial sum and empirical processes. This book will prove useful to mathematicians and advance mathematics students.

Asymptotic Methods in Probability and Statistics

Asymptotic Methods in Probability and Statistics PDF

Author: B. Szyszkowicz

Publisher: Elsevier

Published: 1998-10-29

Total Pages: 914

ISBN-13: 9780080499529

DOWNLOAD EBOOK →

One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97. This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.

Asymptotic Methods in Probability and Statistics with Applications

Asymptotic Methods in Probability and Statistics with Applications PDF

Author: N. Balakrishnan

Publisher: Springer Science & Business Media

Published: 2001-06-21

Total Pages: 584

ISBN-13: 9780817642143

DOWNLOAD EBOOK →

Traditions of the 150-year-old St. Petersburg School of Probability and Statis tics had been developed by many prominent scientists including P. L. Cheby chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.

Probability for Statisticians

Probability for Statisticians PDF

Author: Galen R. Shorack

Publisher: Springer

Published: 2017-09-21

Total Pages: 510

ISBN-13: 3319522078

DOWNLOAD EBOOK →

The choice of examples used in this text clearly illustrate its use for a one-year graduate course. The material to be presented in the classroom constitutes a little more than half the text, while the rest of the text provides background, offers different routes that could be pursued in the classroom, as well as additional material that is appropriate for self-study. Of particular interest is a presentation of the major central limit theorems via Steins method either prior to or alternative to a characteristic function presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function, with both the bootstrap and trimming presented. The section on martingales covers censored data martingales.

Lanterna Rally - Theme by Grace Themes