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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Analysis Sums, Trimmed Sums and Extremes
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Beschreibung
The past decade has seen a resurgence of interest in the study of the asymp totic behavior of sums formed from an independent sequence of random variables. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum. As ob served by many authors, the limit theory for sums can be meaningfully expanded far beyond the scope of the… classical theory if an "intermediate" portion (i. e. , an unbounded number but a vanishingly small proportion) of the extreme summands in the sum are deleted or otherwise modified (''trimmed',). The role of the normal law is magnified in these intermediate trimmed theories in that most or all of the resulting limit laws involve variance-mixtures of normals. The objective of this volume is to present the main approaches to this study of intermediate trimmed sums which have been developed so far, and to illustrate the methods with a variety of new results. The presentation has been divided into two parts. Part I explores the approaches which have evolved from classical analytical techniques (condi tionin~, Fourier methods, symmetrization, triangular array theory). Part II is Msed on the quantile transform technique and utilizes weak and strong approximations to uniform empirical process. The analytic approaches of Part I are represented by five articles involving two groups of authors. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
18.04.2012
Sprache
Englisch
EAN
9781468467956
Herausgeber
Birkhäuser Boston
Serien- oder Bandtitel
Progress in Probability
Sonderedition
Nein
Autor
Hahn
Seitenanzahl
418
Einbandart
Broschiert
Schlagwörter
Finite, Parameter, Random variable, Variance, Variation, approximation, convergence, distribution, function, statistics, theorem, variable
Thema-Inhalt
PBK - Mathematische Analysis, allgemein
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
Höhe
235 mm
Breite
15.5 cm
Hersteller: Springer Nature Customer Service Center GmbH, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com
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