The Geometry of Probability Distributions: A New Central Limit Theorem
Exterior Differential Systems and the Method of Equivalence
May 05,2008 09:30 AM to 10:30 AM
Speakers:
Cascon, Ana
Shadwick, William
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Abstract: |
Omega functions are a recently discovered way of representing probability distributions with finite first moment. The geometry of omega functions and the equivalence problem for the affine group reveals remarkable structure in the space of such distributions. This includes a natural measure of dispersion about the mean, improvements on the Markov and Chebychev inequalities, a new affine invariant and a new central limit theorem. |
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