相关论文: Hypergeometric tail inequalities: ending the insan…

We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

In this paper extremal problems for uniform hypergraphs are studied in the general setting of hereditary properties. It turns out that extremal problems about edges are particular cases of a general analyic problem about a recently…

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…

I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…

In this paper, we introduce reduced-bias estimators for the estimation of the tail index of a Pareto-type distribution. This is achieved through the use of a regularised weighted least squares with an exponential regression model for…

Geometric inequalities of classical differential geometry are used to extend to higher dimensional spacetimes the Penrose-Gibbons isoperimetric inequalities and the hoop conjecture of general reltivity.

Explicit expressions for the hypergeometric series ${}_2F_1(-n, a; 2a\pm j;2)$ and ${}_2F_1(-n, a; -2n\pm j;2)$ for positive integer $n$ and arbitrary integer $j$ are obtained with the help of generalizations of Kummer's second and third…

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

We present here several versions of the Grothendieck inequality over the skew field of quaternions: The first one is the standard Grothendieck inequality for rectangular matrices, and two additional inequalities for self-adjoint matrices,…

When we use the entropy method to get the tail bounds, typically the left tail bounds are not good comparing with the right ones. Up to now this asymmetry has been observed many times. Surprisingly we find an entropy method for the left…

In this paper, we establish various inequalities for some differentiable mappings that are linked with the illustrious Hermite-Hadamard integral inequality for mappings whose derivatives are $s$-$(\alpha,m)$-convex.The generalised integral…

The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…

For a fixed positive integer $\;k,\;$ limit laws of linearly normalized $\;k$-th upper order statistics are well known. In this article, a comprehensive study of tail behaviours of limit laws of normalized $k$-th upper order statistics…

The physical consistency of the match of piecewise-$C^0$ metrics is discussed. The mathematical theory of gravitational discontinuity hypersurfaces is generalized to cover the match of regularly discontinuous metrics. The mean-value…

In this paper, the versions of trigonometric functions of certain known inequalities for hyperbolic ones are proved, and then corresponding inequalities for means are presented.

In this paper, we introduce the hypergeometric Euler number as an analogue of the hypergeometric Bernoulli number and the hypergeometric Cauchy number. We study several expressions and sums of products of hypergeometric Euler numbers. We…

The size that an epidemic can reach, measured in terms of the number of fatalities, is an extremely relevant quantity. It has been recently claimed [Cirillo & Taleb, Nature Physics 2020] that the size distribution of major epidemics in…

The task of estimation of the tails of probability distributions having small samples seems to be still opened and almost unsolvable. The paper tries to make a step in filling this gap. In 2017 Jordanova et al. introduce six new…

The hypergeometric distributions have many important applications, but they have not had sufficient attention in information theory. Hypergeometric distributions can be approximated by binomial distributions or Poisson distributions. In…