Related papers: On the Exponential Probability Bounds for the Bern…
This study examines sharp bounds on Arimoto's conditional R\'enyi entropy of order $\beta$ with a fixed another one of distinct order $\alpha \neq \beta$. Arimoto inspired the relation between the R\'enyi entropy and the $\ell_{r}$-norm of…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
We study the distribution of the extended binomial coefficients by deriving a complete asymptotic expansion with uniform error terms. We obtain the expansion from a local central limit theorem and we state all coefficients explicitly as…
A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…
General Berry-Esseen bounds are developed for the exponential distribution using Stein's method. As an application, a sharp error term is obtained for Hora's result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential…
We consider the Last-Success-Problem with $n$ independent Bernoulli random variables with parameters $p_i>0$. We improve the lower bound provided by F.T. Bruss for the probability of winning and provide an alternative proof to the one given…
In this article, we give an asymptotic bound for the exponential sum of the M\"obius function $\sum_{n \le x} \mu(n) e(\alpha n)$ for a fixed irrational number $\alpha\in\mathbb{R}$. This exponential sum was originally studied by Davenport…
We obtain new bounds of exponential sums modulo a prime $p$ with sparse polynomials $a_0x^{n_0} + \cdots + a_{\nu}x^{n_\nu}$. The bounds depend on various greatest common divisors of exponents $n_0, \ldots, n_\nu$ and their differences. In…
We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…
The sharpest known high probability generalization bounds for uniformly stable algorithms (Feldman, Vondr\'{a}k, 2018, 2019), (Bousquet, Klochkov, Zhivotovskiy, 2020) contain a generally inevitable sampling error term of order…
We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett…
It is shown that the exponential is the only distribution which satisfies a certain regression equation. This characterization equation involves the conditional expectation (regression function) of a record value given a pair of record…
The exponential growth rate of non polynomially growing subgroups of $GL_d$ is conjectured to admit a uniform lower bound. This is known for non-amenable subgroups, while for amenable subgroups it is known to imply the Lehmer conjecture…
The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the probability measure $\mu_\lambda$ that is the law of the random variable $\sum_{n\ge0}\pm\lambda^n$, where the signs are independent unbiased coin tosses. We prove that each…
For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…
We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…
Fix two words over the binary alphabet $\{0,1\}$, and generate iid Bernoulli$(p)$ bits until one of the words occurs in sequence. This setup, commonly known as Penney's ante, was popularized by Conway, who found (in unpublished work) a…
Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…
In this paper, we will see that the proportion of d as p th digit, where p > 1 and d $\in$ 0, 9, in data (obtained thanks to the hereunder developed model) is more likely to follow a law whose probability distribution is determined by a…