Related papers: Exponential bounds for the hypergeometric distribu…
We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…
We revisit and refine known tail inequalities and confidence bounds for the hypergeometric distribution, i.e., for the setting where we sample without replacement from a fixed population with binary values or properties. The results are…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.
We obtain new bounds on complete rational exponential sums with sparse polynomials modulo a prime, under some mild conditions on the degrees of the monomials of such polynomials. These bounds, when they apply, give explicit versions of a…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
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…
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…
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…
In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…
Rank 1 inhomogeneous random graphs are a natural generalization of Erd\H{o}s R\'enyi random graphs. In this generalization each node is given a weight. Then the probability that an edge is present depends on the product of the weights of…
We give tight lower and upper bounds on the expected missing mass for distributions over finite and countably infinite spaces. An essential characterization of the extremal distributions is given. We also provide an extension to totally…
We prove an exponential deviation inequality for the convex hull of a finite sample of i.i.d. random points with a density supported on an arbitrary convex body in $\R^d$, $d\geq 2$. When the density is uniform, our result yields rate…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in…
We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…
In the paper we prove a new upper bound for Heilbronn's exponential sum and obtain some applications of our result to distribution of Fermat quotients.
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…
We obtain a new bound on exponential sums over integers without large prime divisors, improving that of Fouvry and Tenenbaum (1991). For a fixed integer $\nu\ne 0$, we also obtain new bounds on exponential sums with $\nu$-th powers of such…