Functions of Random Variables. Monte Carlo Simulation in R. Joint distributions and joint moments. Marginal and conditional densities. Independence, covariance and correlation. Sums of random ...

In most of the cases the joint probability distribution function can be expressed in compact forms. The maximum likelihood estimators cannot be expressed in explicit forms in most of the cases. EM ...

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincaré-type or logarithmic Sobolev inequalities. The general concentration results are then ...