How to Gamble If You Must: Inequalities for Stochastic Processes (Dover Books on MaTHEMA 1.4tics) - Tapa blanda

Dubins, Lester E.; Kooser, Ted

9780486780641: How to Gamble If You Must: Inequalities for Stochastic Processes (Dover Books on MaTHEMA 1.4tics)

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ISBN 10: 0486780643 ISBN 13: 9780486780641

Editorial: Dover Publications Inc, 2014

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This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. Revised and updated, it features contributions from two well-known statisticians, including a new Introduction, updated references, and findings from recent research. "Strongly recommended." ― Journal of the American Statistical Association. 2014 edition.

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This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians that include a new Preface, updated references, and findings from recent research.
Following an introductory chapter, the book formulates the gambler's problem and discusses gambling strategies. Succeeding chapters explore the properties associated with casinos and certain measures of subfairness. Concluding chapters relate the scope of the gambler's problems to more general mathematical ideas, including dynamic programming, Bayesian statistics, and stochastic processes.
Dover (2014) revised and updated republication of the 1976 Dover edition entitled Inequalities for Stochastic Processes.
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