Results 11 to 20 of about 56 (56)
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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A Note on the Portfolio Selection Problem
, 2005 In this note we provide new results of interest in the portfolio choice problem when the risky opportunities are correlated: for a general vector (X 1 , X 2 ,..., X n ) of risky opportunities we give new conditions for stochastic comparison among ...
Franco Pellerey +3 more
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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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Analele Stiintifice ale Universitatii Ovidius Constanta: Seria MatematicaIn this article we present a stochastic ordering verification algorithm between multivariate discrete distributions implemented in the C++ programming language.
Catana Luigi-Ionut
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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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Moments inequalities of aging families of distributions with hypotheses testing applications
, 2001 Nonparametric families of aging distributions have been the subject of investigation for more than three decades. Both probabilistic and statistical properties of these distributions were studied for such families as increasing failure rate , new ...
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A probabilistic inequality related to negative definite functions
, 2020 . We prove that for any pair of i.i.d. random vectors , in ℝ and any real-valued continuous negative definite function : ℝ → ℝ the inequality ( − ) ⩽ ( + ). holds. In particular, for ∈ (0, 2] and the Euclidean norm ∥ ⋅ ∥2 one has The latter inequality is
Mikhail Lifshits +2 more
core
Computable Exponential Bounds for Screened Estimation and Simulation
, 2007 Suppose the expectation E(F (X)) is to be estimated by the empirical averages of the values of F on independent and identically distributed samples {Xi}. A sampling rule called the “screened ” estimator is introduced, and its performance is studied. When
S. P. Meyn +3 more
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Reversed preservation properties of some negative aging conceptions and stochastic orders
IMRL, NWUC, NWU(2), Parallel system, RS order, Series system, TTT transform order, Primary 60E15, Secondary 60K10, 62N05,
Xiaohu Li, Richard Yam
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