Related papers: Some inequalities on Binomial and Poisson probabil…
This article presents several alternatives to Pearson's correlation coefficient and many examples. In the samples where the rank in a discrete variable counts more than the variable values, the mixtures that we propose of Pearson's and…
A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…
Given a permutation $\pi=\pi_1\pi_2\cdots \pi_n \in \mathfrak{S}_n$, we say an index $i$ is a peak if $\pi_{i-1} < \pi_i > \pi_{i+1}$. Let $P(\pi)$ denote the set of peaks of $\pi$. Given any set $S$ of positive integers, define…
Probabilistic independence is a useful concept for describing the result of random sampling---a basic operation in all probabilistic languages---and for reasoning about groups of random variables. Nevertheless, existing verification methods…
In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials…
It is shown that the Marcinkiewicz-Zygmund strong law of large numbers holds for pairwise independent identically distributed random variables. It is proved that if $X_{1}, X_{2}, \ldots$ are pairwise independent identically distributed…
We prove the following exponential inequality: Let $n\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \[\mathbb{P}\big({X_1+...+X_n}\geq x,\,…
Our work aims to study the tail behaviour of weighted sums of the form $\sum_{i=1}^{\infty} X_{i} \prod_{j=1}^{i}Y_{j}$, where $(X_{i}, Y_{i})$ are independent and identically distributed, with common joint distribution bivariate Sarmanov.…
Let $P(x)$ be a polynomial of degree $m$, with nonnegative and non-decreasing coefficients. We settle the conjecture that for any positive real number $d$, the coefficients of $P(x+d)$ form a unimodal sequence, of which the special case $d$…
If $\alpha,\beta>0$ are distinct and if $A$ and $B$ are independent non-degenerate positive random variables such that $$S=\tfrac{1}{B}\,\tfrac{\beta A+B}{\alpha A+B}\quad \mbox{and}\quad T=\tfrac{1}{A}\,\tfrac{\beta A+B}{\alpha A+B} $$ are…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…
We consider the negative polynomial Pell's equation $P^2(X)-D(X)Q^2(X)=-1$, where $D(X)\in \mathbb{Z}[X]$ be some fixed, monic, square-free, even degree polynomials. In this paper, we investigate the existence of polynomial solutions $P(X),…
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…
Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key factor in a posteriori risk classification. However, the…
An infinite convergent sum of independent and identically distributed random variables discounted by a multiplicative random walk is called perpetuity, because of a possible actuarial application. We give three disjoint groups of sufficient…
The relationship between Popper spaces (conditional probability spaces that satisfy some regularity conditions), lexicographic probability systems (LPS's), and nonstandard probability spaces (NPS's) is considered. If countable additivity is…
Given a composite null $ \mathcal P$ and composite alternative $ \mathcal Q$, when and how can we construct a p-value whose distribution is exactly uniform under the null, and stochastically smaller than uniform under the alternative?…
In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…
In classical probability theory, the best predictor of a future observation of a random variable $X,$ is its expected value $E_P[X]$ when no other information is available When information consisting in the observation of another random…
Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$. Let $\Psi$ be a possibly…