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2 votes
0 answers
93 views

Approximating a probability density with a point set

Let $f$ be a "nice" probability density on $\mathbb{R}^2$, let $p=1/k$ for some fixed positive integer $k$, and let $\epsilon>0$. Are there any known statements of the following form? &...
3 votes
1 answer
159 views

Tight L2 bound on moments approximation and reference

Consider $f\in L^2(I)$, where $I$ is the unit interval and $L^2$ is w.r.t. Lebesgue measure, and consider an approximation of $f$ denoted by $\tilde{f}\in L^2$. The error in approximated the moments ...
2 votes
0 answers
100 views

Reference Request: Total Variation Between Dependent and Independent Bernoulli Processes

Let $X$ be a random variable taking values in $\{0,1\}^n$ with the following distribution. For each coordinate $i$, we have $p_i = P(X_i = 1) = c/\sqrt n$, where $c$ is a (very small) constant. ...
1 vote
1 answer
196 views

Giving Uniform Bound on Differences of Sums of Converging Polynomials

The title does not quite capture the essence of the difficulty, please allow me to be more explicit here. I thought of this question when I was trying out an open problem by Ovidiu Furdui(See problem ...
11 votes
1 answer
1k views

What are some of the surprising results of finite sample statistical estimation?

I'm trying to familiarize myself with the latest results in finite sample statistics. It seems to me that these results can be classified into two categories: Unsurprising results confirm that the ...
4 votes
0 answers
269 views

Algebras and $\sigma$-algebras associated to random variables

Let $\{v_\lambda:~\lambda\in\Lambda\}$ be a family of real-valued random variables on a (complete) probability space $(\Omega, \sigma, \mathbb{P})$. Assume the variables lie in $\bigcap_{p=1}^\infty L^...
0 votes
0 answers
160 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 \{0,\dots,n\}^m}...