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Related papers: Various New Inequalities for Beta Distributions

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We establish a general class of entropy inequalities that take the concise form of Gaussian comparisons. The main result unifies many classical and recent results, including the Shannon-Stam inequality, the Brunn-Minkowski inequality, the…

Information Theory · Computer Science 2022-06-29 Efe Aras , Thomas A. Courtade

Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…

Statistics Theory · Mathematics 2024-07-04 David M. Kaplan , Longhao Zhuo

This note is concerned with concentration inequalities for extrema of stationary Gaussian processes. It provides non-asymptotic tail inequalities which fully reflect the fluctuation rate, and as such improve upon standard Gaussian…

Probability · Mathematics 2015-03-24 Kevin Tanguy

Multipartite Bell-type inequalities are derived for general systems. They involve up to eight observables with arbitrary spectra on each site. These inequalities are closely related to the algebras of quaternions and octonions.

Quantum Physics · Physics 2009-11-13 E. Shchukin , W. Vogel

This paper presents compact notations for concentration inequalities and convenient results to streamline probabilistic analysis. The new expressions describe the typical sizes and tails of random variables, allowing for simple operations…

Statistics Theory · Mathematics 2020-04-28 Kaizheng Wang

Divergences often play important roles for study in information science so that it is indispensable to investigate their fundamental properties. There is also a mathematical significance of such results. In this paper, we introduce some…

Statistical Mechanics · Physics 2011-10-19 S. Furuichi , F. -C. Mitroi

In this paper, we establish several new inequalities for some twice differantiable mappings that are connected with the celebrated Hermite-Hadamard integral inequality. Some applications for special means of real numbers are also provided.

Classical Analysis and ODEs · Mathematics 2012-06-12 Mehmet Zeki Sarikaya , Huseyin Yildirim

This note contains some estimates for tail spaces on Hamming cube. We use analytic paraproduct operator for that purpose. We also show several types of Bernstein--Markov inequalities for Banach space valued functions on Hamming cube. Here…

Functional Analysis · Mathematics 2022-08-26 Alexander Volberg

This paper presents some new inequalities, the most important of which is the inequality given in Theorem 2.1. It can solve a class of inequalities by a unified method. An important application of the inequality given in Theorem 2.1 is to…

General Mathematics · Mathematics 2019-09-06 Daiyuan Zhang

The most well known probability distribution of probabilities is the Beta distribution. If we have observed $r$ `successes', each having a probability $\theta$, and $n-r$ `failures', each having a probability $1-\theta$. In this paper we…

Methodology · Statistics 2015-03-04 H. R. N. van Erp , R. O. Linger , P. H. A. J. M. van Gelder

The hypergeometric distribution is briefly and informally surveyed, including popular notation, symmetries, and the tail inequalities $Pr[i \ge E[i]+tn] \le e^{-2t^2n}$ and $Pr[i \le E[i]-tn] \le e^{-2t^2n}$.

Probability · Mathematics 2013-11-26 Matthew Skala

We investigate subclasses of generalized Bernstein functions related to complete Bernstein and Thorin-Bernstein functions. Representations in terms of incomplete beta and gamma as well as hypergeometric functions are presented. Several…

Classical Analysis and ODEs · Mathematics 2023-11-10 Henrik Laurberg Pedersen , Stamatis Koumandos

We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…

Probability · Mathematics 2013-10-08 Wei-Kuo Chen , Nikos Dafnis , Grigoris Paouris

While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…

Probability · Mathematics 2014-10-23 Johannes Lederer , Sara van de Geer

We study with some details a lifetime model of the class of beta generalized models, called the beta inverse Rayleigh distribution, which is a special case of the Beta Fr\'echet distribution. We provide a better foundation for some…

Statistics Theory · Mathematics 2022-06-06 J. Leão , H. Saulo , M. Bourguignon , R. J. Cintra , L. C. Rêgo , G. M. Cordeiro

Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…

Statistics Theory · Mathematics 2022-07-08 Andreas Maurer

We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a different idea.

Probability · Mathematics 2016-08-14 Vygantas Paulauskas , Marijus Vaičiulis

A theoretical expression is derived for the mean squared error of a nonparametric estimator of the tail dependence coefficient, depending on a threshold that defines which rank delimits the tails of a distribution. We propose a new method…

Methodology · Statistics 2023-07-25 Matthieu Garcin , Maxime L. D. Nicolas

We review the status of Bell's inequalities in quantum information, stressing mainly the links with quantum key distribution and distillation of entanglement. We also prove that for all the eavesdropping attacks using one qubit, and for a…

Quantum Physics · Physics 2007-05-23 Antonio Acin , Nicolas Gisin , Lluis Masanes , Valerio Scarani

This paper studies the log-convexity of the extended beta functions. As a consequence, Tur\'an-type inequalities are established.The monotonicity, log-convexity, log-concavity of extended hypergeometric functions are deduced by using the…

Classical Analysis and ODEs · Mathematics 2016-11-28 Saiful R Mondal