Inequalities and extremal problems in probability and statistics. Selected topics

DOI10.1016/C2015-0-06108-1zbMATH Open1448.60002MaRDI QIDQ2833249FDOQ2833249

Rustam Ibragimov, Iosif Pinelis, Adam Osȩkowski, Irina Shevtsova, Victor H. de la Peña

Publication date: 17 November 2016

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zbMATH Keywords

method of momentsmartingalesBrownian motionoptimal stoppingrandom polynomialsBerry-Esseen inequality

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Nonparametric hypothesis testing (62G10) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Approximations to statistical distributions (nonasymptotic) (62E17) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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• Contradictory predictions with multiple agents
• Reflections on the Cauchy-Schwarz master class
• Inequalities for distributions on a finite interval.

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