Skip to main content

Probabilitic Probabilistic inequality for sum of squares of zero mean Gaussian random variables

added 20 characters in body
Source Link

Let $X_1,...,X_n$ be i.i.d. standard normal random variables. How to show that there is constant $c>0$ such that for every $a_k>0$ and for every $n>0$: $P(\sum_{k=1}^{n}a_kX_k^2>\sum_{k=1}^{n}a_k+c\cdot\sqrt{\sum_{k=1}^{n}a_k^2})>c$

Let $X_1,...,X_n$ be i.i.d. standard normal random variables. How to show that there is constant $c>0$ such that for every $a_k>0$: $P(\sum_{k=1}^{n}a_kX_k^2>\sum_{k=1}^{n}a_k+c\cdot\sqrt{\sum_{k=1}^{n}a_k^2})>c$

Let $X_1,...,X_n$ be i.i.d. standard normal random variables. How to show that there is constant $c>0$ such that for every $a_k>0$ and for every $n>0$: $P(\sum_{k=1}^{n}a_kX_k^2>\sum_{k=1}^{n}a_k+c\cdot\sqrt{\sum_{k=1}^{n}a_k^2})>c$

Source Link

Probabilitic inequality for sum of squares of zero mean Gaussian random variables

Let $X_1,...,X_n$ be i.i.d. standard normal random variables. How to show that there is constant $c>0$ such that for every $a_k>0$: $P(\sum_{k=1}^{n}a_kX_k^2>\sum_{k=1}^{n}a_k+c\cdot\sqrt{\sum_{k=1}^{n}a_k^2})>c$