Arjun K Gupta's Books

A Multidimensional Life

The Legacy of Arjun K. Gupta

By: Arjun K Gupta

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A Multidimensional Life

The Legacy of Arjun K. Gupta

By: Arjun K Gupta

Short: (250 characters max)This compelling biography of Arjun K. Gupta, an internationally known mathematician and scholar, covers the trajectory of his life from his childhood in India to his international career as researcher, mentor, and statistics professor. Dr. Arjun K. Gupta's accomplishments in the world of statistics and the scope of his international travels represent a story that needs to be shared. His journey from a small town in India to the world-stage of statistics demonstrates how much is possible with commitment and determination. His dedication to education and family are a light for future generations, for whom this book is written.

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252

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ISBN 10

1737581434

ISBN 13

9781737581437

Elliptically Contoured Models in Statistics

By: Arjun K. Gupta,Tamas Varga

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Elliptically Contoured Models in Statistics

By: Arjun K. Gupta,Tamas Varga

In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. Fang, Kotz, and Ng presented a systematic study of multivariate elliptical distributions, however, they did not discuss the matrix variate case. Recently Fang and Zhang have summarized the results of generalized multivariate analysis which include vector as well as the matrix variate distributions. On the other hand, Fang and Anderson collected research papers on matrix variate elliptical distributions, many of them published for the first time in English. They published very rich material on the topic, but the results are given in paper form which does not provide a unified treatment of the theory. Therefore, it seemed appropriate to collect the most important results on the theory of matrix variate elliptically contoured distributions available in the literature and organize them in a unified manner that can serve as an introduction to the subject. The book will be useful for researchers, teachers, and graduate students in statistics and related fields whose interests involve multivariate statistical analysis. Parts of this book were presented by Arjun K Gupta as a one semester course at Bowling Green State University. Some new results have also been included which generalize the results in Fang and Zhang. Knowledge of matrix algebra and statistics at the level of Anderson is assumed. However, Chapter 1 summarizes some results of matrix algebra.

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336

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Springer Science & Business Media

Published Date

ISBN 10

9401116466

ISBN 13

9789401116466

Theory Of Sample Surveys

By: Arjun K Gupta,D G Kabe

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Theory Of Sample Surveys

By: Arjun K Gupta,D G Kabe

Sample surveys is the most important branch of statistics. Without sample surveys there is no data, and without data there is no statistics. This book is the culmination of the lecture notes developed by the authors. The approach is theoretical in the sense that it gives mathematical proofs of the results in sample surveys. Intended as a textbook for a one-semester course for undergraduate seniors or first-year graduate students, a prerequisite basic knowledge of algebra, calculus, and statistical theory is required to master the techniques described in this book.

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237

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World Scientific Publishing Company

Published Date

ISBN 10

9813107960

ISBN 13

9789813107960

Probability and Statistical Models

Foundations for Problems in Reliability and Financial Mathematics

By: Arjun K. Gupta,Wei-Bin Zeng,Yanhong Wu

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Probability and Statistical Models

Foundations for Problems in Reliability and Financial Mathematics

By: Arjun K. Gupta,Wei-Bin Zeng,Yanhong Wu

With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. In particular, emphasis is placed on laying the foundation for solving problems in reliability, insurance, finance, and credit risk. The material has been carefully selected to cover the basic concepts and techniques on each topic, making this an ideal introductory gateway to more advanced learning. With exercises and solutions to selected problems accompanying each chapter, this textbook is for a wide audience including advanced undergraduate and beginning-level graduate students, researchers, and practitioners in mathematics, statistics, engineering, and economics.

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270

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Springer Science & Business Media

Published Date

ISBN 10

0817649875

ISBN 13

9780817649876

An Introduction to Actuarial Mathematics

By: Arjun K. Gupta,Tamas Varga

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An Introduction to Actuarial Mathematics

By: Arjun K. Gupta,Tamas Varga

to Actuarial Mathematics by A. K. Gupta Bowling Green State University, Bowling Green, Ohio, U. S. A. and T. Varga National Pension Insurance Fund. Budapest, Hungary SPRINGER-SCIENCE+BUSINESS MEDIA, B. V. A C. I. P. Catalogue record for this book is available from the Library of Congress. ISBN 978-90-481-5949-9 ISBN 978-94-017-0711-4 (eBook) DOI 10. 1007/978-94-017-0711-4 Printed on acid-free paper All Rights Reserved © 2002 Springer Science+Business Media Dordrecht Originally published by Kluwer Academic Publishers in 2002 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner. To Alka, Mita, and Nisha AKG To Terezia and Julianna TV TABLE OF CONTENTS PREFACE. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix CHAPTER 1. FINANCIAL MATHEMATICS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. 1. Compound Interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. 2. Present Value. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 1. 3. Annuities. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 CHAPTER 2. MORTALITy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 2. 1 Survival Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 2. 2. Actuarial Functions of Mortality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84 2. 3. Mortality Tables. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 CHAPTER 3. LIFE INSURANCES AND ANNUITIES . . . . . . . . . . . . . . . . . . . . . 112 3. 1. Stochastic Cash Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112 3. 2. Pure Endowments. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130 3. 3. Life Insurances . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 3. 4. Endowments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 3. 5. Life Annuities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 CHAPTER 4. PREMIUMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194 4. 1. Net Premiums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194 4. 2. Gross Premiums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215 Vll CHAPTER 5. RESERVES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223 5. 1. Net Premium Reserves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223 5. 2. Mortality Profit. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272 5. 3. Modified Reserves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286 ANSWERS TO ODD-NuMBERED PROBLEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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359

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Springer Science & Business Media

Published Date

ISBN 10

9401707111

ISBN 13

9789401707114

The State of Local Governance: A Compendium of Deliberations

Local Governance 2021

By: Tikender Singh Panwar,Simi Mehta,Arjun Kumar,Anshula Mehta

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The State of Local Governance: A Compendium of Deliberations

Local Governance 2021

By: Tikender Singh Panwar,Simi Mehta,Arjun Kumar,Anshula Mehta

The present volume, The State of Local Governance: A Compendium of Deliberations - Local Governance 2020-2021, is a compilation of analytical and critical reflections and examination of the local governance policies adapted for guaranteed sustainable habitat and shelter, health, environment, education and employment. The compendium is a product of the conversation series, Local Governance, organised by IMPRI, Impact and Policy Research Institute, New Delhi. The series meditates upon existing policies, their execution, drawbacks and successive attempts for desired results in local governance. It explores the possible strategies adopted in the post-pandemic era for sustainable habitat and environment, the problems of housing in urban localities, and the role of local government in natural disaster-stricken areas. It contemplates initiatives for inclusive city planning, safe sanitation for all, disaster resilience plans and the role of people, such as the People Power Campaign (PPC) in development discourses.

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IMPRI Impact and Policy Research Institute

Published Date

ISBN 10

8195126073

ISBN 13

9788195126071

Elliptically Contoured Models in Statistics and Portfolio Theory

By: Arjun K. Gupta,Tamas Varga,Taras Bodnar

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Elliptically Contoured Models in Statistics and Portfolio Theory

By: Arjun K. Gupta,Tamas Varga,Taras Bodnar

Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.

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332

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461481546

ISBN 13

9781461481546

Experimental Designs: Exercises and Solutions

By: D. G. Kabe,Arjun K. Gupta

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Experimental Designs: Exercises and Solutions

By: D. G. Kabe,Arjun K. Gupta

This volume is a collection of exercises with their solutions in Design and Analysis of Experiments. At present there is not a single book which collects such exercises. Theseexercises have been collected by the authors during the last four decadesduring their student and teaching years. They should prove useful to graduate students and research workers in Statistics. In Chapter I, theoretical results that are needed for understanding the material in this book, are given. Chapter 2 lists the exercises which have been collected by the authors. The solutions of these problems are given in Chapter 3. Finally an index is provided for quick reference. Grateful appreciation for financial support for Dr. Kabe's research at St. Mary's University is extended to National Research Council of Canada and St. May's Uni versity Senate Research Committee. For his visit to the Department ofMathematics and Statistics the authors are thankful to the Bowling Green State University.

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302

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Springer Science & Business Media

Published Date

ISBN 10

0387338934

ISBN 13

9780387338934

Design And Analysis Of Experiments

By: D G Kabe,Arjun K Gupta

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Design And Analysis Of Experiments

By: D G Kabe,Arjun K Gupta

The design of experiments holds a central place in statistics. The aim of this book is to present in a readily accessible form certain theoretical results of this vast field. This is intended as a textbook for a one-semester or two-quarter course for undergraduate seniors or first-year graduate students, or as a supplementary resource. Basic knowledge of algebra, calculus and statistical theory is required to master the techniques presented in this book.To help the reader, basic statistical tools that are needed in the book are given in a separate chapter. Mathematical results from Modern Algebra which are needed for the construction of designs are also given. Wherever possible the proofs of the theoretical results are provided.

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309

Publisher

World Scientific Publishing Company

Published Date

ISBN 10

9814522554

ISBN 13

9789814522557

Information-Statistical Data Mining

Warehouse Integration with Examples of Oracle Basics

By: Bon K. Sy,Arjun K. Gupta

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Information-Statistical Data Mining

Warehouse Integration with Examples of Oracle Basics

By: Bon K. Sy,Arjun K. Gupta

Information-Statistical Data Mining: Warehouse Integration with Examples of Oracle Basics is written to introduce basic concepts, advanced research techniques, and practical solutions of data warehousing and data mining for hosting large data sets and EDA. This book is unique because it is one of the few in the forefront that attempts to bridge statistics and information theory through a concept of patterns. Information-Statistical Data Mining: Warehouse Integration with Examples of Oracle Basics is designed for a professional audience composed of researchers and practitioners in industry. This book is also suitable as a secondary text for graduate-level students in computer science and engineering.

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301

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Springer Science & Business Media

Published Date

ISBN 10

1441990011

ISBN 13

9781441990013

Parametric Statistical Change Point Analysis

With Applications to Genetics, Medicine, and Finance

By: Jie Chen,Arjun K. Gupta

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Parametric Statistical Change Point Analysis

With Applications to Genetics, Medicine, and Finance

By: Jie Chen,Arjun K. Gupta

This revised and expanded second edition is an in-depth study of the change point problem from a general point of view, as well as a further examination of change point analysis of the most commonly used statistical models. Change point problems are encountered in such disciplines as economics, finance, medicine, psychology, signal processing, and geology, to mention only several. More recently, change point analysis has been found in extensive applications related to analyzing biomedical imaging data and gene expression data. Extensive examples throughout the text emphasize key concepts and different methodologies used. New examples of change point analysis in modern molecular biology and other fields such as finance and air traffic control have been added to this second edition.

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282

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Springer Science & Business Media

Published Date

ISBN 10

0817648011

ISBN 13

9780817648015

Nanoindentation of Natural Materials

Hierarchical and Functionally Graded Microstructures

By: Arjun Dey,Anoop Kumar Mukhopadhyay

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Nanoindentation of Natural Materials

Hierarchical and Functionally Graded Microstructures

By: Arjun Dey,Anoop Kumar Mukhopadhyay

Nanoindentation of Natural Materials: Hierarchical and Functionally Graded Microstructures provides a systematic introduction and review of state-of-the-art statistical hierarchical and functionally graded structures found in bone, teeth, hair, and scales, from a nanoindentation perspective, including detailed microstructure and composition. It covers the basics of hierarchical and functionally graded structures and nanoindentation techniques and detailed discussion with correlation micro/nano mechanical-structures The book includes practical issues backed with experimental data

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238

Publisher

CRC Press

Published Date

ISBN 10

1351651595

ISBN 13

9781351651592

Elliptically Contoured Models in Statistics

By: Arjun K. Gupta,Tamas Varga

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Elliptically Contoured Models in Statistics

By: Arjun K. Gupta,Tamas Varga

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336

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Springer Science & Business Media

Published Date

ISBN 10

9401116466

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9789401116466

Theory of Sample Surveys

By: Arjun K. Gupta,D. G. Kabe

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Theory of Sample Surveys

By: Arjun K. Gupta,D. G. Kabe

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237

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World Scientific

Published Date

ISBN 10

9814322474

ISBN 13

9789814322478

Experimental Designs: Exercises and Solutions

By: D. G. Kabe,Arjun K. Gupta

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Experimental Designs: Exercises and Solutions

By: D. G. Kabe,Arjun K. Gupta

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302

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Springer Science & Business Media

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0387338934

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9780387338934

Probability and Statistical Models

Foundations for Problems in Reliability and Financial Mathematics

By: Arjun K. Gupta,Wei-Bin Zeng,Yanhong Wu

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Probability and Statistical Models

Foundations for Problems in Reliability and Financial Mathematics

By: Arjun K. Gupta,Wei-Bin Zeng,Yanhong Wu

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270

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Springer Science & Business Media

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ISBN 10

0817649875

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9780817649876

An Introduction to Actuarial Mathematics

By: Arjun K. Gupta,Tamas Varga

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An Introduction to Actuarial Mathematics

By: Arjun K. Gupta,Tamas Varga

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359

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Springer Science & Business Media

Published Date

ISBN 10

9401707111

ISBN 13

9789401707114

Parametric Statistical Change Point Analysis

With Applications to Genetics, Medicine, and Finance

By: Jie Chen,Arjun K. Gupta

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Parametric Statistical Change Point Analysis

With Applications to Genetics, Medicine, and Finance

By: Jie Chen,Arjun K. Gupta

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282

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Springer Science & Business Media

Published Date

ISBN 10

0817648011

ISBN 13

9780817648015

Design and Analysis of Experiments

By: Arjun K. Gupta,D. G. Kabe

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Design and Analysis of Experiments

By: Arjun K. Gupta,D. G. Kabe

The design of experiments holds a central place in statistics. The aim of this book is to present in a readily accessible form certain theoretical results of this vast field. This is intended as a textbook for a one-semester or two-quarter course for undergraduate seniors or first-year graduate students, or as a supplementary resource. Basic knowledge of algebra, calculus and statistical theory is required to master the techniques presented in this book. To help the reader, basic statistical tools that are needed in the book are given in a separate chapter. Mathematical results from Modern Algebra which are needed for the construction of designs are also given. Wherever possible the proofs of the theoretical results are provided.

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296

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World Scientific Publishing Company Incorporated

Published Date

ISBN 10

9814522538

ISBN 13

9789814522533

Information-Statistical Data Mining

Warehouse Integration with Examples of Oracle Basics

By: Bon K. Sy,Arjun K. Gupta

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Information-Statistical Data Mining

Warehouse Integration with Examples of Oracle Basics

By: Bon K. Sy,Arjun K. Gupta

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301

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Springer Science & Business Media

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ISBN 10

1441990011

ISBN 13

9781441990013

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