The Methods of Distances in the Theory of Probability and Statistics by Svetlozar T. Rachev
English | PDF(Repost),EPUB | 2013 | 615 Pages | ISBN : 1461448689 | 16.15 MB
This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics.