The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis

The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis

by Holger Dette, William J. Studden

327 pages· 1997· ISBN 9780471109914
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This new material is concerned with the theory and applications of probability, statistics and analysis of canonical moments. It provides a powerful tool for the determination of optimal experimental designs, for the calculation of the main characteristics of random walks, and for other moment problems appearing in probability and statistics.

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