Results 61 to 70 of about 138 (124)

Two Features of the GINAR(1) Process and Their Impact on the Run-Length Performance of Geometric Control Charts. [PDF]

Entropy (Basel), 2023
Morais MC.
europepmc   +1 more source

Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
In this article we present a stochastic ordering verification algorithm between multivariate discrete distributions implemented in the C++ programming language.
Catana Luigi-Ionut
doaj   +1 more source

Improved bounds on Bell numbers and on moments of sums of random variables [PDF]

, 2010
We provide bounds for moments of sums of sequences of independent random variables. Concentrating on uniformly bounded nonnegative random variables, we are able to improve upon previous results due to Johnson et al. [10] and Latała [12].
Berend, Daniel, Tassa, Tamir
core  

Statistical inference for a relaxation index of stochastic dominance under density ratio model. [PDF]

J Appl Stat, 2022
Zhuang W, Li Y, Qiu G.
europepmc   +1 more source

Behavior of the empirical Wasserstein distance in R^d under moment conditions

, 2018
We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p ∈ [1, ∞) between the empirical measure of independent and identically distributed R d-valued random variables and the common ...
Dedecker, Jérôme, Merlevède, Florence
core  

Inequalities for quantiles of the chi-square distribution

, 2010
We obtain a new sharp lower estimate for tails of the central chi-square distribution. Using it we prove quite accurate lower bounds for the chi-square quantiles covering the case of increasing number of degrees of freedom and simultaneously tending to ...
Inglot, Tadeusz
core  

Using sums-of-squares to prove Gaussian product inequalities

Dependence Modeling
The long-standing Gaussian product inequality (GPI) conjecture states that E[∏j=1n∣Xj∣yj]≥∏j=1nE[∣Xj∣yj]E\left[{\prod }_{j=1}^{n}{| {X}_{j}| }^{{y}_{j}}]\ge {\prod }_{j=1}^{n}E\left[{| {X}_{j}| }^{{y}_{j}}] for any centered Gaussian random vector (X1 ...
Russell Oliver, Sun Wei
doaj   +1 more source

Multivariate measures of positive dependence

, 2008
In this paper a set of desirable properties for measures of positive dependence of ordered n-tuples of continuous random variables (n ≥ 2)is proposed and a class of multivariate positive dependence measures is introduced.
CARDIN, Marta, CARDIN M.
core  

A Data-Dependent Weighted LASSO Under Poisson Noise

, 2019
International audienceSparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution.
Rivoirard, Vincent, Reynaud-Bouret, Patricia, Sansonnet, Laure, Hunt, Xin Jiang, Willett, Rebecca   +4 more
core   +1 more source

A variance bound for a general function of independent noncommutative random variables

, 2019
The main purpose of this paper is to establish a noncommutative analogue of the Efron-Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including random matrices,
Talebi, Ali, Moslehian, Mohammad Sal
core