Related papers: Edgeworth expansion for Bernoulli weighted mean

Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T-squared become either unusable or output small power when the number of variables…

In this paper we focus on the large n probability distribution function of the largest eigenvalue in the Gaussian Orthogonal Ensemble of n by n matrices (GOEn). We prove an Edgeworth type Theorem for the largest eigenvalue probability…

Abstract. The purpose of this paper is twofold. We introduce the theory of random tensors, which naturally extends the method of random averaging operators in our earlier work arXiv:1910.08492, to study the propagation of randomness under…

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative…

Let $Y_1$ be a compact arithmetic hyperbolic surface associated to a maximal quaternion order, let $Y_q$ be a cover associated to an Eichler suborder of prime level $q$, and let $\iota_q$ be embedding of $Y_q$ as the Hecke correspondence…

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

A recent trend in Bayesian research has been revisiting generalizations of the likelihood that enable Bayesian inference without requiring the specification of a model for the data generating mechanism. This paper focuses on a Bayesian…

The boundary problem is considered for inhomogeneous increasing random walks on the square lattice ${\mathbb Z}_+^2$ with weighted edges. Explicit solutions are given for some instances related to the classical and generalized number…

We study weighted sums of free identically distributed self-adjoint random variables with weights chosen randomly from the unit sphere and show that the Kolmogorov distance between the distribution of such a weighted sum and Wigner's…

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

We present a detailed analysis of gravity in a partial Bondi gauge, where only the three conditions $g_{rr}=0=g_{rA}$ are fixed. We relax in particular the so-called determinant condition on the transverse metric, which is only assumed to…

We introduce a new measure of ergodicity, the support set $S_\varepsilon$, for random wave functions on disordered lattices. It is more sensitive than the traditional inverse participation ratios and their moments in the cases where the…

We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…

We study the distribution of the extended binomial coefficients by deriving a complete asymptotic expansion with uniform error terms. We obtain the expansion from a local central limit theorem and we state all coefficients explicitly as…

This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…

In this paper we improve Bernoulli comparison. The result works for independent Rademacher random variables $(\varepsilon_i)_{i\geq1}$ and states that we can compare $\mathbb{E}\sup_{t\in T}\sum_{i\geq1}\varphi_{i}(t)\varepsilon_i$ with…

We formulate a conjectured orthogonality relation between the Fourier coefficients of Maass forms on PGL(N) for N>=2. Based on the work of Goldfeld-Kontorovich and Blomer for N=3, and on our conjecture for N>=4, we prove a weighted vertical…

We provide an improved version of the Darling-Erd\"os theorem for sums of i.i.d. random variables with mean zero and finite variance. We extend this result to multidimensional random vectors. Our proof is based on a new strong invariance…

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…