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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(\...
Pietro Majer's user avatar
  • 60.6k
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 ...
Mike Izbicki's user avatar
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 ...
Melika's user avatar
  • 189
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 ...
Peter O.'s user avatar
  • 697
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 $...
Fabrice Pautot's user avatar