The Methods of Distances in the Theory of Probability and Statistics

Abstrakt

This book covers the method of metric distances and its application in probability theory and other fiels. 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.

Klíčová slova

• Moge-Kantorovich mass transference problem
• Probability distances
• Statistical parameter estimation
• Theory of Probability Distances