Results 21 to 30 of about 56 (56)

Convex transformation on survival functions and related dependence concepts

Convex ordering, Positive dependence, Hazard rate, Dependence ordering, Primary 60E15, 62H99, Secondary 60K10,
Mehmet Yilmaz
core   +1 more source

Two-sided bounds of monets of random chaoses - real and vector case

, 2020
In the following thesis we are investigating random multilinear forms, which are called random chaoses, defined by S := X i1,...,id ai1,...,idXi1···Xid, where d∈N, X1,...,Xn are independent random variables, and ai1,...,id ∈F, where (F,k·k) is a Banach ...
Meller, Rafał
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  

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  

On Schur-convexity of expectation of weighted sum of random variables with applications

, 2008
. We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights.
Holger Boche, Eduard, A. Jorswieck
core  

On using the first difference in Stein-Chen method

, 1997
This paper investigates an alternative way of using the Stein-Chen method in Poisson approximations. There are three principal bounds stated in terms of reduced Palm probabilities for general point processes. The first two are for the accuracy of Poisson
Aihua Xia
core  

Improved bounds on Bell numbers and on moments of sums of random variables

, 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  

Bounds For A Class Of Stochastic Recursive Equations

, 1999
In this note we develop a framework for computing upper and lower bounds of an exponential form for a class of stochastic recursive equations with uniformly recurrent Markov modulated inputs.
Don Towsley, Zhen Liu, Philippe Nain
core  

Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables

Let X1,...,Xn be independent exponential random variables with respective hazard rates [lambda]1,...,[lambda]n, and let Y1,...,Yn be independent exponential random variables with common hazard rate [lambda].
Balakrishnan, N., Li, Xiaohu, Zhao, Peng
core  

A Probabilistic Characterization of Negative Definite Functions. [PDF]

High Dimens Probab, 2019
Gao F.
europepmc   +1 more source