Projecting statistical functionals

Bibliographic Information

Projecting statistical functionals

Tomasz Rychlik

(Lecture notes in statistics, 160)

Springer, c2001

Available at  / 41 libraries

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Note

Bibliography: p. [163]-170

Includes indexes

Description and Table of Contents

Description

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.

Table of Contents

Introduction and notation * Basic Notions * Quantiles * Order statistics of independent samples * Order statistics of dependent observations * Records and kth records * Predictions of order and record statistics * Further research directions

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