New Probabilistic Inequalities from Monotone Likelihood Ratio Property
Probability
2015-03-17 v5
Abstract
In this paper, we propose a new approach for deriving probabilistic inequalities. Our main idea is to exploit the information of underlying distributions by virtue of the monotone likelihood ratio property and Berry-Essen inequality. Unprecedentedly sharp bounds for the tail probabilities of some common distributions are established.
Cite
@article{arxiv.1010.3682,
title = {New Probabilistic Inequalities from Monotone Likelihood Ratio Property},
author = {Xinjia Chen},
journal= {arXiv preprint arXiv:1010.3682},
year = {2015}
}
Comments
27 pages, 3 figures, added more applications