Related papers: A lower bound on the probability that a binomial r…
We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.
We consider a linear regression model, with the parameter of interest a specified linear combination of the regression parameter vector. We suppose that, as a first step, a data-based model selection (e.g. by preliminary hypothesis tests or…
We propose upper and lower bounds on the maximum success probability for discriminating given quantum states. The proposed upper bound is obtained from a suboptimal solution to the dual problem of the corresponding optimal state…
In numerous regular statistical models, median bias reduction (Kenne Pagui et al., 2017) has proven to be a noteworthy improvement over maximum likelihood, alternative to mean bias reduction. The estimator is obtained as solution to a…
We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…
We investigate the problem of showing that the values of a given polynomial are smooth (i.e., have no large prime factors) a positive proportion of the time. Although some results exist that bound the number of smooth values of a polynomial…
We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequences of i.i.d. random variables. At first, these are obtained…
We derive tight lower bounds on the smallest eigenvalue of a sample covariance matrix of a centred isotropic random vector under weak or no assumptions on its components.
An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…
This paper deals with the problem of estimating the probability that one event was a cause of another in a given scenario. Using structural-semantical definitions of the probabilities of necessary or sufficient causation (or both), we show…
In modern scientific research, small-scale studies with limited participants are increasingly common. However, interpreting individual outcomes can be challenging, making it standard practice to combine data across studies using random…
In this paper I prove a conjecture which gives a lower bound for the largest absolute value of the coefficients of the n-th cyclotomic polynomial for some n. Moreover this estimate is essentially sharp.
We give a simple statistical proof of a binomial identity, by evaluating the Laplace transform of the maximum of n independent exponential random variables in two different ways. As a by product, we obtain a simple proof of an interesting…
In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for subagged estimators, both for classification and regressor. General loss functions and class of predictors with both…
An alternate form for the binomial tail is presented, which leads to a variety of bounds for the central tail. A few can be weakened into the corresponding Chernoff and Slud bounds, which not only demonstrates the quality of the presented…
The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…
For frequentist settings in which parameter randomness represents variability rather than uncertainty, the ideal measure of the support for one hypothesis over another is the difference in the posterior and prior log odds. For situations in…
We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…
In this paper we present the result of successively applying a Chebyshev polynomial to a continuous random variable. In particular we show that under mild assumptions the limiting distribution will be the same as the weight with respect to…
We extend a lower bound of Munshi on sums over divisors of a number $n$ which are less than a fixed power of $n$ from the squarefree case to the general case. In the process we prove a lower bound on the entropy of a geometric distribution…