Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Powiadomienia systemowe

Sesja wygasła!

Znaleziono wyników: 3

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: sums of independent random variables

Sortuj według:

Ogranicz wyniki do:

On the monotonicity of tail probabilities

Fokkink Robbert, Pelekis Christos, Papavassiliou Symeon

Probability and Mathematical Statistics

2022

Vol. 42, Fasc. 1

133--141

Let S and X be independent random variables, assuming values in the set of non-negative integers, and suppose further that both expectations ES and EX are integers satisfying ES>EX. We establish a sufficient condition for the tail probability P(S> ES) to be larger than the tail probability P(S+X> E(S+X)), when the mean of S is equal to the mode.

Gaussian Approximation of Moments of Sums of Independent Random Variables

Lis M.

Bulletin of the Polish Academy of Sciences. Mathematics

2012

Vol. 60, no 1

77--90

We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2≤p≤4 and present a combinatorial approach for even moments.

On weak tail domination of random vectors

Latała R.

Bulletin of the Polish Academy of Sciences. Mathematics

2009

Vol. 57, no 1

75-80

Motivated by a question of Krzysztof Oleszkiewicz we study a notion of weak tail domination of random vectors. We show that if the dominating random variable is sufficiently regular then weak tail domination implies strong tail domination. In particular, a positive answer to Oleszkiewicz's question would follow from the so-called Bernoulli conjecture. We also prove that any unconditional logarithmically concave distribution is strongly dominated by a product symmetric exponential measure.