Projecting Statistical Functionals (Paperback)

Tomasz Rychlik

ISBN 10: 038795239X / ISBN 13: 9780387952390

Verlag: Springer-Verlag New York Inc., New York, NY, 2001

Beschreibung

Paperback. This monograph presents a general method of establishing explicit solutions to classical problems of calculating the best lower and upper mean-variance bounds on various statistical functionals over various nonparametric families of distributions. The functionals include quantiles, standard and conditional expectations of record and order statistics from independent and dependent samples, and a variety of their combinations important in statistics and reliability. The following families of distributions are taken into account: arbitrary, symmetric, symmetric unimodal, and U-shaped ones, distributions with monotone density and failure rate, and monotone density and failure rate on the average distributions. The method is based on determining projections of the functionals onto properly chosen convex cones in functional Hilbert spaces. It allows us to explicitly point out the distributions which attain the bounds. The book is addressed to students, researchers, and practitioners in statistics and applied probability. Most of the results have been established recently, and a significant part of them has not been published yet. Numerous open problems are stated in the text. This book unifies a large number of results concerning the quantile function and order statistics. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Bestandsnummer des Verkäufers 9780387952390

Bibliografische Details

• Titel: Projecting Statistical Functionals (Paperback)
• Verlag: Springer-Verlag New York Inc., New York, NY
• Erscheinungsjahr: 2001
• Sprache: Englisch
• ISBN-10: 038795239X
• ISBN-13: 9780387952390
• Einband: Paperback
• Auflage: 1. Auflage
• Zustand: new

Über diesen Titel

Inhaltsangabe

This book presents a method of establishing explicit solutions to classical problems of calculating the best lower and upper mean-variance bounds. The following families of distributions are taken into account: arbitrary, symmetric, symmetric unimodal, and U-shaped. The book is addressed to students, researchers, and practitioners in statistics and applied probability. Most of the results are recent, and a significant part of them has not been published yet. Numerous open problems are stated in the text.