Optimal two-value zero-mean disintegration of zero-mean random variables (Q1039120): Difference between revisions

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Optimal two-value zero-mean disintegration of zero-mean random variables
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    Optimal two-value zero-mean disintegration of zero-mean random variables (English)
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    20 November 2009
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    disintegration of measures
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    Wasserstein metric
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    Kantorovich-Rubinstein theorem
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    transportation of measures
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    optimal matching
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    most symmetric
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    hypothesis testing
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    confidence regions
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    student's t-test
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    asymmetry
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    exact inequalities
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    conservative properties
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