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Contribution of Fisher information near jump points in convolved probability distributions

I am trying to compute the contribution to the Fisher information from jump points $b_i(\theta)$ in the convolved function $f(x; \theta)$ with respect to the parameter $\theta$. I am unsure whether it ...
Luna Belle's user avatar
2 votes
1 answer
102 views

Approximation of $\Phi (p)$

I am trying to find the asymptotic behavior (with respect to N) of the integral $$ \frac{2}{\sqrt{\pi}}\int_0^\infty \varPhi^{N-2}(p)e^{-p^2}\ dp. $$ In Rényi and Sulanke's paper Uber die konvexe ...
user311932's user avatar
4 votes
1 answer
96 views

Estimate of $\frac{\int x^{2p}\,e^{-x^{2n}\,+\,\omega(x,y)}\;dx}{\int e^{-x^{2n}\,+\,\omega(x,y)}\;dx}$

For every $x,y\in\mathbb R$ let $$ V(x,y) \,\equiv\, a\,x^{2n} + b\,y^{2m} - \omega(x,y)\,$$ where $a,b>0$, $n,m\in\mathbb N$, $n\geq m\geq1$, and $\omega$ is such that $\omega(x,y)/(x^{2n}+y^{2m})...
tituf's user avatar
  • 311
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0 answers
116 views

Finding a square integrable dominating function for function class

problem statement For any $x \in R^d$, consider the function $$\phi(x,a) = \min_{1\leq j \leq k} \|x-a_j\|^2,$$ where $a = (a_1, \dots, a_k) \in R^{kd}$ and $\| \cdot \|$ is the $L_p$ norm for any $p ...
ato_42's user avatar
  • 11
0 votes
1 answer
503 views

Asymptotics of a 1D integral, or the orthant probability of an equicorrelated random Gaussian vector

Problem: Let $\phi(x)$ be the normal probability density function (pdf), and $\Phi(x)$ the normal cumulative distribution (cdf). I'm interested in the asymptotic behavior of the following integral $I(...
Daniel Soudry's user avatar