Results 21 to 30 of about 81 (81)
Are law-invariant risk functions concave on distributions?
Dependence Modeling, 2013 While it is reasonable to assume that convex combinations on the level of random variables lead to a reduction of risk (diversification effect), this is no more true on the level of distributions.
Acciaio Beatrice, Svindland Gregor
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Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
Dependence Modeling, 2020 The energy distance and energy scores became important tools in multivariate statistics and multivariate probabilistic forecasting in recent years. They are both based on the expected distance of two independent samples. In this paper we study dependence
Bernard Carole, Müller Alfred
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Complete convergence for negatively dependent random variables
International Journal of Stochastic Analysis, Volume 16, Issue 2, Page 121-126, 2003., 2003 In this paper, we study the complete convergence for the means 1n∑i=1nXi and 1nα∑k=1nXnk via. exponential bounds, where α > 0 and {Xn, n ≥ 1} is a sequence of negatively dependent random variables and {Xnk, 1 ≤ k ≤ n, n ≥ 1} is an array of rowwise pairwise negatively dependent random variables.
M. Amini D., A. Bozorgnia
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New continuity estimates of geometric sums
International Journal of Stochastic Analysis, Volume 15, Issue 3, Page 219-233, 2002., 2002 The paper deals with sums of a random number of independent and identically distributed random variables. More specifically, we compare two such sums, which differ from each other in the distributions of their summands. New upper bounds (inequalities) for the uniform distance between distributions of sums are established.
Evgueni Gordienko, Juan Ruiz de Chávez
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International Journal of Stochastic Analysis, Volume 13, Issue 3, Page 261-267, 2000., 2000 Let X1, …, Xn be negatively dependent uniformly bounded random variables with d.f. F(x). In this paper we obtain bounds for the probabilities P(|∑i=1nXi|≥nt) and P(|ξˆpn−ξp|>ϵ) where ξˆpn is the sample pth quantile and ξp is the pth quantile of F(x). Moreover, we show that ξˆpn is a strongly consistent estimator of ξp under mild restrictions on F(x) in
M. Amini, A. Bozorgnia
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Stochastic comparisons and bounds for conditional distributions by using copula properties
Dependence Modeling, 2018 We prove that different conditional distributions can be represented as distorted distributions. These representations are used to obtain stochastic comparisons and bounds for them based on properties of the underlying copula.
Navarro Jorge, Sordo Miguel A.
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Bounds for distribution functions of sums of squares and radial errors
International Journal of Mathematics and Mathematical Sciences, Volume 14, Issue 3, Page 561-569, 1991., 1991 Bounds are found for the distribution function of the sum of squares X2 + Y2 where X and Y are arbitrary continuous random variables. The techniques employed, which utilize copulas and their properties, show that the bounds are pointwise best‐possible when X and Y are symmetric about 0 and yield expressions which can be evaluated explicitly when X and ...
Roger B. Nelsen, Berthold Schweizer
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A combinatorial proof of the Gaussian product inequality beyond the MTP2 case
Dependence Modeling, 2022 A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector X=(X1,…,Xd){\boldsymbol{X}}=\left({X}_{1},\ldots ,{X}_{d}) of arbitrary length can be written as a ...
Genest Christian, Ouimet Frédéric
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Inequalities for Walsh like random variables
International Journal of Mathematics and Mathematical Sciences, Volume 13, Issue 2, Page 353-356, 1990., 1990 Let be a sequence of mean zero independent random variables. Let , and let [Yk] be the linear span of Yk. Assume δ ≤ |Xn| ≤ K for some δ > 0 and K > 0 and let for 1 < p < ∞. We show that for f ∈ [Ym] the following inequalities hold: and ‖f‖2 ≤ C(4,m)2‖f‖1 ≤ C(4,m)2‖f‖2. These generalize various well known inequalities on Walsh functions.
D. Hajela
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Veterinary Dermatology, Volume 36, Issue 1, Page 74-82, February 2025.Background — Anal sac impaction is common in dogs and manual expression may be effective, yet recurrence remains a problem. To facilitate physiological emptying of the sacs, it is important to maintain a bulky stool consistency. Objectives — The study evaluated if supplementation with ProGlan, a complementary feed containing Bacillus velezensis C‐3102 ...
Marta Salichs +2 more
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