1
vote
2answers
146 views

Empirical estimator for total variation distance between two product distributions

Let $X = (X_1, X_2, \ldots , X_n)$ be an $n$-dimensional random variable, where each $X_i$ is a random variable on finite discrete set $S$. In addition, $X_i$ are independent of each other (but not ...
3
votes
1answer
171 views

Is the Binomial Expectation of a Multivariate Convex Function Convex in the Vector p?

Let $\mathbf{p}=(p_1,\dots,p_m)$ be a vector in $[0,1]^m$ and let $\mathbf{X}=(X_1,\dots,X_m)$ be a vector of independently-distributed binomial random variables such that $X_i\sim ...
0
votes
0answers
89 views

Two Different Representations of Multivariate Bernstein Polynomials

In the literature the multivariate Bernstein polynomial of a function $f:[0,1]^m\rightarrow\mathbb{R}$ is often defined as the following: $$B_{f,n}(x_1,\dots,x_m)=\sum_{\mathbf{k}\in ...
1
vote
4answers
1k views

Approximation to the ratio of a Gaussian CDF to PDF

Johnstone and Silverman (2005) claimed that for large x $\frac{1-\Phi(x)}{\phi(x)} \approx \frac{1}{x}$ where $\Phi(x)$ and $\phi(x)$ are the CDF and PDF for a normal random variable. I was able ...
1
vote
1answer
370 views

nonnegative series expansion of nonnegative functions

The title says it all! When using orthogonal series expansions like the Gram-Charlier expansion to approximate probability density function, a big problem (making this approach less usefull and less ...
2
votes
2answers
719 views

Aproximation of a Normal Distribution function

I am reviewing and documenting a software application (part of a supply chain system) which implements an approximation of a Normal Distribution function; the original documentation mentions the ...