Related papers: On the Exponential Probability Bounds for the Bern…

We propose a new, more general definition of extended probability measures. We study their properties and provide a behavioral interpretation. We put them to use in an inference procedure, whose environment is canonically represented by the…

It is shown that, for any given $p\ge5$, $A>0$ and $B>0$, the exact upper bound on $\mathsf{E}|\sum X_i|^p$ over all independent zero-mean random variables (r.v.'s) $X_1,\ldots,X_n$ such that $\sum\mathsf{E}X_i^2=B$ and…

We present new lower and upper bounds for the compression rate of binary prefix codes optimized over memoryless sources according to two related exponential codeword length objectives. The objectives explored here are exponential-average…

In their seminal 1990 paper, Wasserman and Kadane establish an upper bound for the Bayes' posterior probability of a measurable set $A$, when the prior lies in a class of probability measures $\mathcal{P}$ and the likelihood is precise.…

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

Let $\Omega$ be a bounded, smooth domain. Supposing that $\alpha(p) + \beta(p) = p$, $\forall\, p \in \left(\frac{N}{s},\infty\right)$ and $\displaystyle\lim_{p \to \infty} \alpha(p)/{p} = \theta \in (0,1)$, we consider two systems for the…

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

Generalization error bounds are essential for comprehending how well machine learning models work. In this work, we suggest a novel method, i.e., the Auxiliary Distribution Method, that leads to new upper bounds on expected generalization…

For a fixed unit vector a=(a_1,a_2,...,a_n) in S^{n-1}, i.e. sum_{i=1}^n a_i^2=1, we consider the 2^n sign vectors epsilon=(epsilon_1,epsilon_2,...,epsilon_n) in {-1,1}^n and the corresponding scalar products a.epsilon=sum_{i=1}^n a_i…

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

In the simple quantum hypothesis testing problem, upper bounds on the error probabilities are shown based on a key operator inequality between a density operator and its pinching. Concerning the error exponents, the upper bounds lead to a…

We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.

In this paper, we present a probabilistic extension of the Fubini polynomials and numbers associated with a random variable satisfying some appropriate moment conditions. We obtain the exponential generating function and an integral…

We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…

A result of Chebyshev (1864) and Hoeffding1956}, on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of the number of successes in independent trials) with any…

Suppose that X_1,X_2,...,X_n are independent and identically Bernoulli(theta) distributed. Also suppose that our aim is to find an exact confidence interval for theta that is the intersection of a 1-\alpha/2 upper confidence interval and a…

Some new results are derived concerning random coding error exponents and expurgated exponents for list decoding with a deterministic list size $L$. Two asymptotic regimes are considered, the fixed list-size regime, where $L$ is fixed…

Given a mixture between two populations of coins, "positive" coins that each have -- unknown and potentially different -- bias $\geq\frac{1}{2}+\Delta$ and "negative" coins with bias $\leq\frac{1}{2}-\Delta$, we consider the task of…

Exact lower and upper bounds on the best possible misclassification probability for a finite number of classes are obtained in terms of the total variation norms of the differences between the sub-distributions over the classes. These…

The (strong) Bruhat order for permutations provides a partial ordering defined as follows: two permutations are comparable if one can be obtained from the other by a sequence of adjacent transpositions that each increase the number of…