Results 21 to 30 of about 458 (34)
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
There are no monotone homomorphisms out of the convolution semigroup [PDF]
We prove that there is no nonzero way of assigning real numbers to probability measures on R in a way which is monotone under first-order stochastic dominance and additive under ...
Fritz, Tobias, Tamuz, Omer
core +1 more source
Exact upper and lower bounds on the difference between the arithmetic and geometric means
Let $X$ denote a nonnegative random variable with $\mathsf{E ...
Pinelis, Iosif
core +1 more source
Extremal Lipschitz functions in the deviation inequalities from the mean
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
core +1 more source
Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations
Let X_1,X_2,... be a sequence of [0,1]-valued i.i.d. random variables, let c\geq 0 be a sampling cost for each observation and let Y_i=X_i-ic, i=1,2,....
Kosters, Holger
core +1 more source
Optimal Concentration of Information Content For Log-Concave Densities
An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean.
A. Prékopa +18 more
core +1 more source
A convexity property of expectations under exponential weights [PDF]
Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t.
Balazs, Marton, Seppalainen, Timo
core +1 more source
Estimates for the closeness of convolutions of probability distributions on convex polyhedra
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of ...
Götze, Friedrich, Zaitsev, Andrei Yu.
core
A Parrondo Paradox in Reliability Theory
Parrondo's paradox arises in sequences of games in which a winning expectation may be obtained by playing the games in a random order, even though each game in the sequence may be lost when played individually. We present a suitable version of Parrondo's
Di Crescenzo, Antonio
core
Distribution and asymptotic behavior of the phylogenetic transfer distance. [PDF]
Dávila Felipe M +4 more
europepmc +1 more source

