Results 11 to 20 of about 477 (55)
Partial stochastic dominance for the multivariate Gaussian distribution [PDF]
, 2014 Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures.
Turner, Amanda, Whitehead, John
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Leibniz seminorms in probability spaces [PDF]
, 2014 In this paper we study the (strong) Leibniz property of centered moments of bounded random variables. We shall answer a question raised by M.
Besenyei, Adam, Leka, Zoltan
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Antisymmetry of the Stochastical Order on all Ordered Topological Spaces
Analysis and Geometry in Metric Spaces, 2019 In this short note, we prove that the stochastic order of Radon probability measures on any ordered topological space is antisymmetric. This has been known before in various special cases. We give a simple and elementary proof of the general result.
Fritz Tobias
doaj +1 more source
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
wiley +1 more source
VaR bounds in models with partial dependence information on subgroups
Dependence Modeling, 2017 We derive improved estimates for the model risk of risk portfolios when additional to the marginals some partial dependence information is available.We consider models which are split into k subgroups and consider various classes of dependence ...
Rüschendorf Ludger, Witting Julian
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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
wiley +1 more source
Risk bounds with additional information on functionals of the risk vector
Dependence Modeling, 2018 We consider the problem of determining risk bounds for the Value at Risk for risk vectors X where besides the marginal distributions also information on the distribution or on the expectation of some functionals Tj(X), 1 ≤ j ≤ m, is available.
Rüschendorf L.
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Extremal Lipschitz functions in the deviation inequalities from the mean
, 2013 We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on probability ...
Dzindzalieta, Dainius
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Using sums-of-squares to prove Gaussian product inequalities
Dependence ModelingThe 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
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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
wiley +1 more source