Related papers: A note on a new exponential bound for M-acceptable…
For an array $\left\{X_{n,j}, \, 1 \leqslant j \leqslant k_{n}, n \geqslant 1 \right\}$ of random variables and a sequence $\{c_{n} \}$ of positive numbers, sufficient conditions are given under which, for all $\varepsilon > 0$,…
For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of nonnegative random variables where $\max[\min(X_{n} - s,t),0]$, $t > s \geqslant 0$, satisfy a moment inequality, sufficient conditions are given under which $\sum_{k=1}^n (X_k - \mathbb{E}…
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…
We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically strictly more powerful than the original inequalities. The…
We present new estimate for Hardy-type inequality in variable exponent Lebesgue spaces. More precisely, by imposing regularity assumptions on the exponent, we prove that the estimations can be reduced to the fixed exponents.
A {\em maximal inequality} seeks to estimate $\mathbb{E}\max_i X_i$ in terms of properties of the $X_i$. When the latter are independent, the union bound (in its various guises) can yield tight upper bounds. If, however, the $X_i$ are…
We obtain new mean value theorems for exponential sums with very smooth numbers, which provide a power saving against the trivial bound in region where previous bounds do not apply.
We derive the unique e-values with optimal (relative) growth rate in the worst case for testing the mean of a bounded random variable, hereby contributing with the first application beyond the assumption of mutually absolutely continuous…
The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…
In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…
The Koml\'os$\unicode{x2013}$Major$\unicode{x2013}$Tusn\'ady (KMT) inequality for partial sums is one of the most celebrated results in probability theory. Yet its practical application has been hindered by a lack of practical constants.…
Suppose the expectation $E(F(X))$ is to be estimated by the empirical averages of the values of $F$ on independent and identically distributed samples $\{X_i\}$. A sampling rule called the "screened" estimator is introduced, and its…
In this paper, we establish an exponential inequality for U-statistics of i.i.d. data, varying kernel and taking values in a separable Hilbert space. The bound are expressed as a sum of an exponential term plus an other one involving the…
This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-in-$P$ version of the weaker Cram\'{e}r condition in Angst…
Generalized linear mixed models are powerful tools for analyzing clustered data, where the unknown parameters are classically (and most commonly) estimated by the maximum likelihood and restricted maximum likelihood procedures. However,…
This paper re-examines the first normalized incomplete moment, a well-established measure of inequality with wide applications in economic and social sciences. Despite the popularity of the measure itself, existing statistical inference…
Let $F(x, y)$ be a binary form with integer coefficients, degree $n\geq 3$ and irreducible over the rationals. Suppose that only $s + 1$ of the $n + 1$ coefficients of $F$ are nonzero. We show that the Thue inequality $|F(x,y)|\leq m$ has…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
The main result in this paper concerns a new five-variable expander. It is proven that for any finite set of real numbers $A$, $$|\{(a_1+a_2+a_3+a_4)^2+\log a_5 :a_1,a_2,a_3,a_4,a_5 \in A \}| \gg \frac{|A|^2}{\log |A|}.$$ This bound is…
We consider the class of all non-negative on $\mathbb{R_+}$ functions such that each of them satisfies the Reverse H\"older Inequality uniformly over all intervals with some constant the minimum value of which can be regarded as the…