Related papers: Tight Probability Bounds with Pairwise Independenc…

Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

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…

We study the sharp bounds of $\mathbb{E}[X_1\cdots X_d]$ when the univariate marginal distributions are known, but the dependence structure between them is unspecified. Maximizing products over non-negative variables is straightforward via…

In this article we derive the best possible upper bound for $E[\max{X_i}-\min_i{X_i}]$ under given means and variances on $n$ random variables $X_i$. The random vector $(X_1,...,X_n)$ is allowed to have any dependence structure, provided $E…

Given a stream of Bernoulli random variables, consider the problem of estimating the mean of the random variable within a specified relative error with a specified probability of failure. Until now, the Gamma Bernoulli Approximation Scheme…

We give exponential upper bounds for $P(S \le k)$, in particular $P(S=0)$, where $S$ is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give…

Consider the problem of drawing random variates $(X_1,\ldots,X_n)$ from a distribution where the marginal of each $X_i$ is specified, as well as the correlation between every pair $X_i$ and $X_j$. For given marginals, the…

For integers $k \geq 3$ and $r\geq 2$, we show that for every $\alpha> 0$, there exists $\varepsilon > 0$ such that the union of $k$-uniform hypergraph on $n$ vertices with minimum codegree at least $\alpha n$ and a binomial random…

For a polynomial $P_n$ of degree $n$, Bernstein's inequality states that $\|P_n'\| \le n \|P_n\|$ for all $L^p$ norms on the unit circle, $0<p\le\infty,$ with equality for $P_n(z)= c z^n.$ We study this inequality for random polynomials,…

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…

A k-wise independent distribution on n bits is a joint distribution of the bits such that each k of them are independent. In this paper we consider k-wise independent distributions with identical marginals, each bit has probability p to be…

Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…

We obtain assumption-free, non-asymptotic, uniform bounds on the product of the height and the width of uniformly random trees with a given degree sequence, conditioned Bienaym\'e trees and simply generated trees. We show that for a tree of…

This is a short survey on existing upper and lower bounds on the probability of the union of a finite number of events using partial information given in terms of the individual or pairwise event probabilities (or their sums). New proofs…

The exact lower bound on the probability of the occurrence of exactly one of $n$ random events each of probability $p$ is obtained.

In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…

We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…