Related papers: Sharp bounds for cumulative distribution functions
This work examines risk bounds for nonparametric distributional regression estimators. For convex-constrained distributional regression, general upper bounds are established for the continuous ranked probability score (CRPS) and the…
Let $\Gamma$ be the fundamental group of a finite connected graph $\mathcal G$. Let $\mathfrak M$ be an abelian group. A {\it distribution} on the boundary $\partial\Delta$ of the universal covering tree $\Delta$ is an $\mathfrak M$-valued…
We develop techniques for determining an explicit Berry-Esseen bound in the Kolmogorov distance for the normal approximation of a ratio of Gaussian functionals. We provide an upper bound in terms of the third and fourth cumulants, using…
We provide optimal bounds for $\alpha (\beta \circ \gamma \circ \dots )$ in $4$-distributive varieties, as well as some further partial generalizations.
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
In this paper, we obtain various series and asymptotic expansions involving the modified Bessel function of the second kind for the normal inverse Gaussian cumulative distribution function. The new expansions accelerate computations,…
For convex univalent functions we give instances where the sharp bound for various coefficient functionals are identical to those for the corresponding bound for the inverse function. We give instances where the sharp bounds differ and also…
We propose a consistent estimator of sharp bounds on the variance of the difference-in-means estimator in completely randomized experiments. Generalizing Robins [Stat. Med. 7 (1988) 773-785], our results resolve a well-known identification…
We extend the Matom\"{a}ki-Radziwi\l\l{} theorem to a large collection of unbounded multiplicative functions that are uniformly bounded, but not necessarily bounded by 1, on the primes. Our result allows us to estimate averages of such a…
The Weibull--like distributions form a large class of probability distributions that belong to the domain of attraction for the maxima of the Gumbel law. Besides the Weibull distribution, it includes important distributions as the Gamma…
Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini's gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given…
We give a simple proof of a well-known theorem of G\'al and of the recent related results of Aistleitner, Berkes and Seip [1] regarding the size of GCD sums. In fact, our method obtains the asymptotically sharp constant in G\'al's theorem,…
We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means of the random variables belonging to a non-empty, bounded interval; (ii) the means of the random variables belonging to an…
Simple upper and lower bounds are established for the integral $\int_0^x\mathrm{e}^{-\beta t}t^\nu \mathbf{L}_\nu(t)\,\mathrm{d}t$, where $x>0$, $\nu>-1$, $0<\beta<1$ and $\mathbf{L}_\nu(x)$ is the modified Struve function of the first…
Let $X$ be a Bernoulli random variable with the success probability $p$. We are interested in tight bounds on $\mathbb{E}[f(X_1,X_2)]$, where $X_i=\mathbb{E}[X| \mathcal{F}_i]$ and $\mathcal{F}_i$ are some sigma-algebras. This problem is…
Intermittent maps of Pomeau-Manneville type are well-studied in one-dimension, and also in higher dimensions if the map happens to be Markov. In general, the nonconformality of multidimensional intermittent maps represents a challenge that…