Electronic Resource

The methods of distances in the theory of probability and statistics

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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.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

E478

Penerbit

New York : Springer., 2013

Deskripsi Fisik

xvi, 619 hlm.

Bahasa

English

ISBN/ISSN

9781461448693

Klasifikasi

NONE

Tipe Isi

text

Tipe Media

computer

Tipe Pembawa

online resource

Edisi

1

Subjek

Statistika
Probabilitas : Teori

Info Detail Spesifik

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Pernyataan Tanggungjawab

Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank Fabozzi

Versi lain/terkait

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