Name: projecting statistical functionals
SKU: 3427313
Price: 97.78 EUR
Availability: InStock
Author: rychlik
ISBN: 9780387952390

portada projecting statistical functionals

Type

Physical Book

Publisher

Springer

Author

rychlik

Language

English

Pages

175

ISBN

038795239X

ISBN13

9780387952390

Synopsis "projecting statistical functionals"

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.