Predel'nye teoremy dlya rekordov i kharakterizatsii raspredeleniy: Rekordy s podtverzhdeniem. Kharakterizatsii raspredeleniy razlichnymi svoystvami poryadkovykh statistik. (Russian Edition) - Softcover

9783847348306: Predel'nye teoremy dlya rekordov i kharakterizatsii raspredeleniy: Rekordy s podtverzhdeniem. Kharakterizatsii raspredeleniy razlichnymi svoystvami poryadkovykh statistik. (Russian Edition)
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Kniga posvyashchena izucheniyu novoy modeli matematicheskikh rekordov i probleme kharakterizatsii raspredeleniy razlichnymi svoystvami poryadkovykh statistik. Opredelennaya i issleduemaya v knige novaya model' rekordnykh velichin, nazvannaya "rekordami s podtverzhdeniem", yavlyaetsya obobshcheniem obyknovennykh matematicheskikh rekordov. Ona pozvolyaet ne uchityvat' (vytesnyat') iz rekordnoy posledovatel'nosti marginal'nye znacheniya, kotorye v tselom mogut ser'ezno povliyat' na dostovernost' okonchatel'nogo rezul'tata. Dlya rekordov s podtverzhdeniem polucheny nekotorye chastnye raspredeleniya i opisan klass vsekh predel'nykh raspredeleniy. Sredi zadach kharakterizatsii raspredeleniy svoystvami poryadkovykh statistik issleduyutsya skhemy szhatiya i rasshireniya (pereklyucheniya mezhdu poryadkovymi statistikami), otsenka summ vyborochnykh maksimumov i rekordov, obobshchenie ponyatiya vyborochnogo razmakha. Privedennye rezul'taty mogut byt' ispol'zovany dlya izucheniya samykh razlichnykh svoystv vyborok.

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About the Author:
Sagatelyan Vaagn Karenovich, kandidat fiziko-matematicheskikh nauk, asistent kafedry aktuarnoy matematiki EGU. Osnovnye oblasti issledovaniy: matematicheskaya statistika, stokhasticheskaya finansovaya matematika, ekonometrika.

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