The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis
Wiley Series in Probability and Statistics
1. Edition September 1997
324 Pages, Hardcover
Wiley & Sons Ltd
Short Description
This book introduces the theory of canonical moments and demonstrates their power to determine optimal experimental designs for the calculation of the main characteristics of random walks and other moment problems that appear in probability and statistics.
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.
Orthogonal Polynomials.
Continued Fractions and the Stieltjes Transform.
Special Sequences of Canonical Moments.
Canonical Moments and Optimal Design--First Applications.
Discrimination and Model Robust Designs.
Applications in Approximation Theory.
Canonical Moments and Random Walks.
The Circle and Trigonometric Functions.
Further Applications.
Bibliography.
Indexes.
WILLIAM J. STUDDEN is Professor of Statistics and Mathematics at Purdue University.
