Results 31 to 40 of about 216 (90)
Complete convergence for negatively dependent random variables
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
wiley +1 more source
New continuity estimates of geometric sums
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
wiley +1 more source
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
wiley +1 more source
Stochastic comparisons and bounds for conditional distributions by using copula properties
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.
doaj +1 more source
Bounds for distribution functions of sums of squares and radial errors
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
wiley +1 more source
A combinatorial proof of the Gaussian product inequality beyond the MTP2 case
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
doaj +1 more source
Inequalities for Walsh like random variables
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
wiley +1 more source
A natural derivative on [0,n] and a binomial Poincaré inequality [PDF]
We consider probability measures supported on a nite discrete interval [0 ;n]. We introduce a new nite dierence operator rn, dened as a linear combination of left and right nite dierences. We show that this operator rn plays a key role in a new Poincar e
Erwan Hillion, O. Johnson, Yaming Yu
semanticscholar +1 more source
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
wiley +1 more source
Generalized Hoeffding-Fréchet functionals and mass transportation
This note is concerned with some historical remarks on and a partial review of two interesting mathematical subjects, the generalized Hoeffding-Fréchet functionals and the Monge-Kantorovich mass transportation problem.
Rüschendorf Ludger
doaj +1 more source

