All Questions
Tagged with lower-bounds inequalities
18 questions
2
votes
1
answer
386
views
A maximal inequality
Let $\{X_i\}_{i\in\mathbb{N}}$ be i.i.d. symmetric random variables, with $-1\leq X_i\leq 1$, $\mathbb{E}(X_i) =0$, $\mathbb{E}(X_i^2) = 1$. We have that:
$$
P\left(\bigcap_{k = 1}^{n}\frac{|\sum_{i = ...
- 63
3
votes
1
answer
345
views
Simple anticoncentration bound for binomially distributed variable
The following question, which arose during my research, seems deceivingly simple to me, but I could not find any elegant and formal argument.
For a binomially distributed variable $X \sim \text{Bin} \...
- 85
2
votes
1
answer
335
views
The lower bound of bivariate normal distribution
Suppose $(Z_1, Z_2)$ is the zero-mean bivariate normal distribution with covariance $\left( \begin{matrix} 1 & \rho; \\ \rho & 1\end{matrix} \right)$ with positive $\rho > 0$. What I want ...
- 331
4
votes
1
answer
168
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Existence of copula bound pointwise strictly smaller than the Fréchet-Hoeffding upper bound
Consider bivariate copulas $C_1$ and $C_2$ with $\max\{C_1(u,v), C_2(u,v)\}< M_2(u,v)$ for all $u,v \in(0,1)$, where $M_2(u,v) := \min\{u,v\}$ is the Fréchet-Hoeffding upper bound.
Is there a ...
- 143
4
votes
0
answers
131
views
Log of a truncated binomial
Let $X$ follow a binomial distribution with $n$ trials and success probability $p$, and let $0\leq k\leq n$. Are there any natural approximations or bounds for the ratio $$\frac{\boldsymbol{E}\log\...
- 4,049
1
vote
0
answers
370
views
Lower bound on the sum of the product of random variables
Let $X_i$ be the $i$-th element of the vector $X=(X_1, ..., X_m)$ of i.i.d. random variables.
I am looking for a lower bound for the expression
$\mathbb{P}((\sum^n_{i=1}\prod^{m_i}_{j=1}(X_j))^2 \geq ...
- 129
4
votes
2
answers
275
views
An inequality involving binomial coefficients and the powers of two
I came across the following inequality, which should hold for any integer $k\geq 1$:
$$\sum_{j=0}^{k-1}\frac{(-1)^{j}2^{k-1-j}\binom{k}{j}(k-j)}{2k+1-j}\leq
\frac{1}{3}.$$
I have been struggling with ...
- 155
2
votes
0
answers
147
views
How is the Cauchy-Schwarz equality and the assumption on the support of $g$ used to derive this bound?
I am currently reading On Uniqueness Properties of Solutions of Schrödinger Equations and a having trouble understanding a claim made on page 1819.
Context from the paper: let $g\in C^\infty_0(\...
- 840
1
vote
0
answers
234
views
"Tails" of a multinomial distribution
Let $X_1,\dots,X_N$ denote a collection of independent samples of a uniform multinomial random variable in $\mathbb{Z}^k$, with the number of trials equal to $n\ll k$. (By "uniform", I mean ...
- 4,049
0
votes
0
answers
106
views
Upper bounding the sum with hypergeometric and binomial probabilities
Could you please help me upper bound this tricky expression:
$$P(A)=\sum_{i=0}^n{\left( 1 - \dfrac{\binom kq \binom {n-k}{i-q}}{\binom {n}{i}} \right)}^I \binom ni p^i {(1-p)}^{n-i}$$.
So far I only ...
- 1
3
votes
3
answers
6k
views
Probability of a random variable greater than its expected value
We have a lot of probabilities lower bounding as (e.g. chernoff bound, reverse markov inequality, Paley–Zygmund inequality)
$$
P( X-E(X) > a) \geq c, a > 0 \quad and \quad P(X > (1-\theta)E[...
- 141
3
votes
2
answers
253
views
Given a polynomial constraint equation in $n$ variables, can one conclude that the sum of the variables is non-negative?
Currently I'm stuck as follows;
at least a positive proof if $n=3$ would be a great nice-to-have!
Consider real numbers $x_1,x_2,\dots,x_n$ satisfying
$$\prod^n_{k=1}\left(1-x_k^2\right)\:=\:\...
- 489
2
votes
1
answer
280
views
Complicated bound after using Stirling's approximation
I have this inequality $$\frac{1}{a}\exp\bigl\{-\frac{4}{h^2}\bigr\} \geq \frac{1}{f}$$ where $$ a \leq \Bigl(\pi^{d/2}\Gamma(\frac{1}{2}d+1)^{-1} + 1\Bigr) \left(\frac{h^{d+1}}{2} \Gamma \left(\frac{...
- 225
1
vote
1
answer
2k
views
Any inequalities / estimates for a lower bound of the $L^2$ inner product of a quantity and its derivative?
For some numerical analysis of a fluid, I am wondering if there is any inequality that provides a lower bound (in the $L^2$ norm), for the $L^2$ inner product of a quantity with its derivative. In ...
- 167
1
vote
1
answer
91
views
A distribution which is Wasserstein-close to a compactly supported distribution is almost compactly supported
I wonder whether this is true: If a distribution is very close (in the Wassertein sense) to another distribution with compact support, then the former must put only tiny amount of mass outside a ...
- 6,853
1
vote
0
answers
118
views
Finding the infimum of the range of a certain non-negative function associated to a $ C^{*} $-algebra
Let $ A $ be a non-trivial $ C^{*} $-algebra and $ n \in \mathbb{N} $. Setting $ \mathcal{D} \stackrel{\text{df}}{=} A^{n} \setminus \{ (0_{A},\ldots,0_{A}) \} $, we can define a function $ f: \...
- 1,396
2
votes
0
answers
65
views
Minimal condition $\sum \rho_{ij} \Psi_{ij} s_i s_j < \sum s_i s_j $, $\mid \rho_{ij} \mid \leq 1$, $s_i \in \mathbb R$ and $\Psi_{ij} \in \{0,1\}$
Consider a sequence of real number $\{s_i\}_{i\leq n}$. Now consider the real numbers $F$, $G$ and $\alpha$ defined below
$$F= \sqrt{ \left( \sum ~\rho_{ij} ~\Psi_{ij}~ s_i ~s_j \right)^+}, $$
$$G = ...
- 123
0
votes
0
answers
131
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Estimating when does a certain binomial sum exceed an upper bound
Given a fixed integer $n > 0$ and $0 \le m \le n$ let us define the numbers
$$f_{n,m} = \sum_{i=\lfloor m/2 \rfloor}^m {n-2i \choose n - m -i}{i+1 \choose m - i +1}.$$
For example $f_{n,0} = 1,f_{...
- 3,463