Related papers: Mean and Minimum of Independent Random Variables

We prove that for any regulated function $f:\left[a,b\right]\rightarrow\mathbb{R}$ and $c\geq 0$ the infimum of the total variations of functions approximating $f$ with accuracy $c/2$ is equal $\int_{\mathbb{R}} n_{c}^{y} \mathrm{d} y,$…

Portnoy (2019) considered the problem of constructing an optimal confidence interval for the mean based on a single observation $\, X \sim {\cal{N}}(\mu , \, \sigma^2) \,$. Here we extend this result to obtaining 1-sample confidence…

Given two discrete random variables $X$ and $Y$, with probability distributions ${\bf p} =(p_1, \ldots , p_n)$ and ${\bf q}=(q_1, \ldots , q_m)$, respectively, denote by ${\cal C}({\bf p}, {\bf q})$ the set of all couplings of ${\bf p}$ and…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…

We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…

We discuss the problem of classifying polynomials $p : \mathbb R^2_+ \rightarrow (0, \infty)$ for which $\frac{1}{p}=\{\frac{1}{p(m, n)}\}_{m, n \geq 0}$ is joint completely monotone, where $p$ is a linear polynomial in $y.$ We show that if…

Let $P(n,m)$ be a graph chosen uniformly at random from the class of all planar graphs on vertex set $\left\{1, \ldots, n\right\}$ with $m=m(n)$ edges. We show that in the sparse regime, when $\limsup_{n \to \infty} m/n<1$, with high…

Let $M$ be a random $m \times n$ matrix with binary entries and i.i.d. rows. The weight (i.e., number of ones) of a row has a specified probability distribution, with the row chosen uniformly at random given its weight. Let $N(n,m)$ denote…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…

We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…

Let $\tau(x)$ be the first time the reflected process $Y$ of a Levy processes $X$ crosses x>0. The main aim of the paper is to investigate the asymptotic dependence of the path functionals: $Y(t) = X(t) - \inf_{0\leq s\leq t}X(s)$,…

Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…

In this note we study a conjecture of Madiman and Wang which predicted that the generalized Gaussian distribution minimizes the R\'{e}nyi entropy of the sum of independent random variables. Through a variational analysis, we show that the…

We hope to see how much for a model M of some completion T of PA (Peano Arithmetic) does M restriction {<} determine M, say up to isomorphism. We advance in characterizing for non-standard models M of PA the "minimal" set {(a,b):n < a < b…

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…

We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…

We investigate the expected value of various graph parameters associated with the minimum rank of a graph, including minimum rank/maximum nullity and related Colin de Verdi\`ere-type parameters. Let $G(v,p)$ denote the usual…

Every sequence $f_1, f_2, \cdots \, $ of random variables with $ \, \lim_{M \to \infty} \big( M \sup_{k \in \mathbb{N}} \mathbb{P} ( |f_k| > M ) \big)=0\,$ contains a subsequence $ f_{k_1}, f_{k_2} , \cdots \,$ that satisfies, along with…