All Questions
Tagged with approximation-theory pr.probability
5 questions
8
votes
2
answers
486
views
Inductive definition of Bernstein polynomials
For $n\in \mathbb{N}$ let $B_n$ be the linear operator taking a function $f$ on the unit interval $I=[0,1]$ to its $n$-th Bernstein polynomial $B_nf$,
$$ B_nf(x):=\sum_{k=0}^n\binom{n}{k} f\Big(\...
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
1
answer
386
views
Lower-bound for $\Pr[X \geq m]$ subject to $E[X]>m$ where $X$ is a binomial random variable
Given an integer number $m>0$ and a real number $\alpha\in [1, 2]$, I am interested in finding a lower-bound for $\Pr[X\geq m]$ subject to $X \sim \text{Binomial}(n, m\alpha/n)$.
For large values ...
4
votes
0
answers
582
views
Bounds on the expectation of a function of a hypergeometric random variable: A "Jensen gap"
Main Question
Let $f:[0,1]\to [0,1]$ be continuous, let $B_n(f)$ be the $n$-th degree Bernstein polynomial of $f$, and let $r\ge 3$.
Given certain assumptions on $f$, what is an explicit and tight ...
3
votes
1
answer
1k
views
Normal approximation to the pointwise/Hadamard/Schur product of two multivariate Gaussian/normal random variables
Let $X \sim \mathcal{N}\left( {{\mu _x},\sigma _x^2} \right)$ and $Y \sim \mathcal{N}\left( {{\mu _y},\sigma _y^2} \right)$ be two univariate and independent Gaussian/normal random variables and let $...