Timeline for Tail bound for product of normal distribution
Current License: CC BY-SA 3.0
9 events
when toggle format | what | by | license | comment | |
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Aug 14, 2016 at 1:27 | vote | accept | Wuchen | ||
Jun 30, 2016 at 1:00 | comment | added | Iosif Pinelis | As I said, the left tail of $X_b$ is the same as the right tail of $X_{−b}$ (not of $X_b$). Of course, the distribution of $X_b$ is not symmetric (about its mean). | |
Jun 30, 2016 at 0:32 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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Jun 30, 2016 at 0:27 | comment | added | Wuchen | One more question, why is left tail the same as the right tail for $X_b$? It seems to me that $X_b$ is not symmetric around its mean. | |
Jun 30, 2016 at 0:18 | comment | added | Wuchen | You are right, it works for all x. Thx! | |
Jun 29, 2016 at 23:42 | comment | added | Iosif Pinelis | No further constraints on $x>b$. The condition $h_{b,x}\in(0,h_b)$ is automatically satisfied for all such $x$ and all $b\in(-1,1)$. I have added this detail to the answer. | |
Jun 29, 2016 at 23:18 | comment | added | Wuchen | Thank you for your answer. This is exponential bound is true only when $h_{b,x} < h_{b}$, which poses constraints on $x$. Is that right? | |
Jun 29, 2016 at 21:19 | history | edited | Iosif Pinelis | CC BY-SA 3.0 |
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Jun 29, 2016 at 19:41 | history | answered | Iosif Pinelis | CC BY-SA 3.0 |