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

We study Mallows random permutations conditioned to avoid a given pattern $\alpha$ of length~$3$. When the bias parameter is of the form $e^{\beta/n}$, we prove that these permutations converge to a non-trivial explicit deterministic…

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether…

A nonparametric variant of the Kiefer--Weiss problem is proposed and investigated. In analogy to the classical Kiefer--Weiss problem, the objective is to minimize the maximum expected sample size of a sequential test. However, instead of…

Predicting the winner of an election is a favorite problem both for news media pundits and computational social choice theorists. Since it is often infeasible to elicit the preferences of all the voters in a typical prediction scenario, a…

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

The existing upper and lower bounds between entropy and error are mostly derived through an inequality means without linking to joint distributions. In fact, from either theoretical or application viewpoint, there exists a need to achieve a…

Let $p\geq3$ be a large prime and let $n(p)\geq2$ denotes the least quadratic nonresidue modulo $p$. This note sharpens the standard upper bound of the least quadratic nonresidue from the unconditional upper bound $n(p)\ll…

We show that a lower bound for covariance of $\min(X_1,X_2)$ and $\max(X_1,X_2)$ is $\cov{X_1}{X_2}$ and an upper bound for variance of \\ $\min(X_2,\max(X,X_1))$ is $\var{X} + \var{X_1} +\var{X_2}$ generalizing previous results. We also…

Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…

In this paper, we consider Bayesian point estimation and predictive density estimation in the binomial case. After presenting preliminary results on these problems, we compare the risk functions of the Bayes estimators based on the…

We propose a conjecture for exponential sums which generalizes both a conjecture by Igusa and a local variant by Denef and Sperber, in particular, it is without the homogeneity condition on the polynomial in the phase, and with new…

Let $\eta_i, i=1,..., n$ be iid Bernoulli random variables, taking values $\pm 1$ with probability 1/2. Given a multiset $V$ of $n$ elements $v_1, ..., v_n$ of an additive group $G$, we define the \emph{concentration probability} of $V$ as…

By the use of the variational method with exponential trial functions the upper and lower bounds of energy are calculated for a number of non-relativistic three-body Coulomb and nuclear systems. The formulas for calculation of upper and…

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

In this paper we give an explicit bound on the distance to chisquare for the likelihood ratio statistic when the data are realisations of independent and identically distributed random elements. To our knowledge this is the first explicit…

We derive an efficient method to calculate exceedance probabilities (EP) for the Dirichlet distribution when the number of event types is larger than two. Also, we present an intuitive application of Dirichlet EPs and compare our method to…

In this paper we study the problem of estimating the alpha-, beta- and phi-mixing coefficients between two random variables, that can either assume values in a finite set or the set of real numbers. In either case, explicit closed-form…

Let ${\bf P}_k^{(\alpha, \beta)} (x)$ be an orthonormal Jacobi polynomial of degree $k.$ We will establish the following inequality \begin{equation*} \max_{x \in [\delta_{-1},\delta_1]}\sqrt{(x- \delta_{-1})(\delta_1-x)}…

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of $n$ iid random variables. Since the probability of interest for near optimal design…