Related papers: A lower bound on the probability that a binomial r…
This paper studies the least upper bounds on coverage probabilities of the empirical likelihood ratio confidence regions based on estimating equations. The implications of the bounds on empirical likelihood inference are also discussed.
We prove polynomial upper and lower bounds on the expected size of the maximum agreement subtree of two random binary phylogenetic trees under both the uniform distribution and Yule-Harding distribution. This positively answers a question…
We provide an elementary proof of the lower bound for the variance of continuous unimodal distributions and obtain analogous bounds for the higher order central moments. A lower bound for the rth central moment of discrete distribution is…
We find a nontrivial upper bound on the average value of the function M(n) which associates to every positive integer n the minimal Hamming weight of a multiple of n. Some new results about the equation M(n)=M(n') are given.
We study large and moderate deviations for a life insurance portfolio, without assuming identically distributed losses. The crucial assumption is that losses are bounded, and that variances are bounded below. From a standard large…
Upper bounds on the maximum number of codewords in a binary code of a given length and minimum Hamming distance are considered. New bounds are derived by a combination of linear programming and counting arguments. Some of these bounds…
A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties…
We consider the problem of estimating the probability of error in multi-hypothesis testing when MAP criterion is used. This probability, which is also known as the Bayes risk is an important measure in many communication and information…
This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…
When epidemiologic studies are conducted in a subset of the population, selection bias can threaten the validity of causal inference. This bias can occur whether or not that selected population is the target population, and can occur even…
In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, root square mean, etc. Considering the difference of these means, we can establish. some inequalities among them. Interestingly, the difference of…
Given a set of independent Poisson random variables with common mean, we study the distribution of their maximum and obtain an accurate asymptotic formula to locate the most probable value of the maximum. We verify our analytic results with…
We present a new method for obtaining norm bounds for random matrices, where each entry is a low-degree polynomial in an underlying set of independent real-valued random variables. Such matrices arise in a variety of settings in the…
We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…
In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…
For a risk vector $V$, whose components are shared among agents by some random mechanism, we obtain asymptotic lower and upper bounds for the individual agents' exposure risk and the aggregated risk in the market. Risk is measured by…
Within the context of the binomial model, we analyse sequences of values that are almost-uniform and we discuss a prediction method called the frequent outcome approach, in which the outcome that has occurred the most in the observed trials…
In this paper we propose an optimal predictor of a random variable that has either an infinite mean or an infinite variance. The method consists of transforming the random variable such that the transformed variable has a finite mean and…
In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…
An important notion of common information between two random variables is due to Wyner. In this paper, we derive a lower bound on Wyner's common information for continuous random variables. The new bound improves on the only other general…