Related papers: Exact lower bound on an "exactly one" probability
Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…
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…
This contribution derives from a rather extensive study on the foundations of probability. We start by discussing critically the two main models of the random event in Probability Theroy and cast light over a number of incongruities. We…
Randomized higher-order computation can be seen as being captured by a lambda calculus endowed with a single algebraic operation, namely a construct for binary probabilistic choice. What matters about such computations is the probability of…
Error probabilities of random codes for memoryless channels are considered in this paper. In the area of communication systems, admissible error probability is very small and it is sometimes more important to discuss the relative gap…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…
We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…
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…
We establish a quantitative lower bound on the reach of flat norm minimizers for boundaries in $\mathbb{R}^2$.
In a recent paper \cite{Redei-Jing2026} the notion of conditional $p$-inaccessibility of a decision based on utility maximization was defined and examples of conditionally $p$-inaccessible decisions were given. The conditional…
The goal of this work is to prove an analogue of a recent result of Harper on almost sure lower bounds of random multiplicative functions, in a setting that can be thought of as a simplified function field analogue. It answers a question…
We find upper bounds for the probability of underestimation and overestimation errors in penalized likelihood context tree estimation. The bounds are explicit and applies to processes of not necessarily finite memory. We allow for general…
We address the problem of producing a lower bound for the mean of a discrete probability distribution, with known support over a finite set of real numbers, from an iid sample of that distribution. Up to a constant, this is equivalent to…
We prove the explicit formula for the probability of a run of r successes in n trials.
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…
The statistically unbounded $p$-convergence is an abstraction of the statistical order, unbounded order, and $p$-convergences. We investigate the concept of the statistically unbounded convergence on lattice-normed Riesz spaces with respect…
We investigate the properties of a discrete-time martingale $\{X_m\}_{m\in \mathbb Z_{\geq 0}}$, where all differences between adjacent random variables are limited to be not more than a constant as a promise. In this situation, it is known…
We present a method for computing the topological entropy of one-dimensional maps. As an approximation scheme, the algorithm converges rapidly and provides both upper and lower bounds.
We find that the probability distribution for the largest intervals $p(l)$ exhibits universal properties for different systems including random walk and random cutting models. In particular, $p(l)$ has an infinite set of singularities at…