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Monotone likelihood ratio of densities based on power function

Given $p,\phi,\theta \in \mathbb{R}$ such that $p>2$ and $0 \le \phi,\theta\le \pi/2$ define the density function: $$f(\phi;\theta) = \mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
japalmer's user avatar
  • 391
0 votes
1 answer
33 views

Sign Regularity of a Density Kernel with Convexity Properties

(Asking a final time in a new question because the previous version had insufficient conditions, as pointed out in the answer there.) Define the densities: $$p(\phi;\theta,r) = \Big(f\big(r\cos(\phi-\...
japalmer's user avatar
  • 391
4 votes
3 answers
369 views

Non-negativity of a complicated function

Show that $f(x)\ge 0$ for $0\le x \le 1$, where: $$f(x) = \arccos(x)^2 -8x(5x^2-2) \sqrt{1-x^2}\arccos(x)+36 x^8-112 x^6+93 x^4-17 x^2$$ The endpoints are $f(0)=\pi^2/4$ and $f(1)=0$. Plotting ...
japalmer's user avatar
  • 391
0 votes
0 answers
149 views

Validity of Hölder inequality for the homogeneous Besov spaces $\dot{B}^0_{1,2}(\mathbb{R}^n)$ and $\dot{B}^0_{2,2}(\mathbb{R}^n)=L^2(\mathbb{R}^n)$

I am looking at Corollary 1. in p.244-245 of the book "Sobolev Spaces of Fractional Order, Nemytskij Operators, and Nonlinear Partial Differential Equations" (1996) by Thomas Runst Winfried ...
Isaac's user avatar
  • 3,477
8 votes
1 answer
376 views

Is this inequality in two variables true?

It it true that for all $p\in(0,1/3]$ and all real $t$ we have $$4 \ln(1-p +p\cosh t) \ln\frac{1+\sqrt{1-2p}}{1-\sqrt{1-2p}} \le t^2 (1+c p) \sqrt{1-2p} ,$$ where $c:=2\sqrt{3}\, \ln(2+\sqrt{3})-3$? ...
Iosif Pinelis's user avatar
1 vote
3 answers
159 views

Estimating the integral $\int_{\epsilon}^1 \Bigl\lvert \int_0^x \frac{f(y)}{\lvert x-y\rvert^{1/2}} dy\Bigr\rvert^2 dx$ for $L^2$ function $f(y)$?

I guess the chances are slim but still curious about the integral in the title. Let $f : [0, \infty) \to \mathbb{R}$ be a locally "square-integrable" function on $[0,\infty)$. Then, for any $...
Isaac's user avatar
  • 3,477
3 votes
1 answer
108 views

$L^\infty$ bound of $x^m \psi_n(x)$ where $\psi_n$ is a Hermite function and $m,n \in \mathbb{N}$ - extension from Cramer's inequality

For each $n \in \mathbb{N}$, the Hermite function $\psi_n : \mathbb{R} \to \mathbb{R}$ is a Schwartz function defined by \begin{equation} \psi_n(x):=(-1)^n(2^n n!\sqrt{\pi})^{-1/2} e^{x^2/2} \frac{d^n}...
Isaac's user avatar
  • 3,477
0 votes
2 answers
140 views

Two-Sided Bounds on Binomial Sum

I came across this partial sum which I cannot find reasonable bounds on; I feel this must be known in the literature, but I do not know where to look. Here is the problem: Let $s\in (0,1)$ and ...
Math_Newbie's user avatar
7 votes
2 answers
419 views

A counterexample showing $BV_p \neq AC_p$

I am trying to work through a supposedly simple counterexample given in papers by Love and Gehring regarding a $p$-power generalization of bounded variation and absolute continuity. Let $p > 1$. ...
maxematician's user avatar
2 votes
1 answer
288 views

How to estimate an integral by the variation and upper bound of the integrand?

Suppose that $f$ is a continuous function on $\mathbb{R}$. I want to estimate the definite integral $$ I:= \int_{0}^a [f(x)-f(0)]dx $$ by the upper bound $M = \sup_{x\in[0,a]}|f(x)|$ and the variation ...
Watheophy's user avatar
  • 419
0 votes
0 answers
48 views

On $[0,1]$ with the Lesbegue measure, is it possible to have $\lVert \cdot \rVert^{1/n}_p \leq \lVert \cdot \rVert_q$ for $p>q$ and $n$ large?

The question is as in the above. In all literature, I only find that on $[0,1]$ with the Lebesgue measure, $\lVert \cdot \rVert_q \leq \lVert \cdot \rVert_p$ for $p>q$. (I deleted the last question ...
Isaac's user avatar
  • 3,477
3 votes
3 answers
530 views

Proof of the inequality $\frac{y}{x}-1-\log\left(\frac{y}{x}\right)\geq \frac{1}{2}\frac{(x-y)^2}{x}$ when $x,y \in (0,1]$

I am trying to prove the following inequality: $$\frac{y}{x}-1-\log\left(\frac{y}{x}\right)\geq \frac{1}{2}\frac{(x-y)^2}{x} \quad \forall x,y \in (0,1]$$ The statement looks simple enough that it may ...
good bandit's user avatar
2 votes
0 answers
118 views

Inequality for log-likelihood ratio

Let $ p, q $ be two probability densities on $ [0,1] $, strictly positive over $ (0,1) $. Let $ P $ be the cumulative function of $ p $, i.e., $ P(x) = \int_0^x p(x') \, \mathrm{d}x' $, $ x \in [0,1] $...
aleph's user avatar
  • 503
2 votes
2 answers
132 views

What are the bounds of $xy^{y^a/x^a} + yx^{x^a/y^a} - x^a - y^a$ for $0 \le x \le 1$ and $a > 0$?

Posting from MSE since it was unanswered in MSE. Let $0 \le x,y \le 1$ and $a$ be a real and let $$ f(x,y,a) = xy^{y^a/x^a} + yx^{x^a/y^a} - x^a - y^a \tag 1 $$ For a fixed $a$, the graph of the ...
Nilotpal Kanti Sinha's user avatar
2 votes
0 answers
56 views

Inequality for a weighted bilinear form in Fourier variables

Let $\phi:\Bbb R^d\setminus\{0\}\to [0,\infty)$ be a continuous and symmetric, i.e., $\phi(-\xi)=\phi(\xi)$. Let $F:\Bbb R\to[0,\infty)$ be increasing and $L-$Lipschitz with $F(0)=0$. Consider the ...
Guy Fsone's user avatar
  • 1,101
4 votes
2 answers
245 views

On the monotonicity of the ratio of two logarithmic expressions

According to this comment and this comment, a positive answer to this recent question (about Bernoulli numbers) would be sufficient to prove the following: $r:=f/g$ is increasing on $(0,\pi/2)$ from $...
Iosif Pinelis's user avatar
1 vote
0 answers
50 views

Bound an integral with parameter

Let us define, for $x_0 > 0$ and $x_0 \ll 1$, $$K(x) = \int_{-x_0}^{x - g(x)^2} \frac{f(y)}{x - y}dy, \quad \text{for } x \in [-x_0/4, x_0],$$ and $$g(x) = \frac{(x_0 - x)|\log(x_0)|}{|\log(x_0 - x)...
Falcon's user avatar
  • 452
1 vote
2 answers
120 views

Integral inequality implies $f(t)\equiv 0$ for all $t\geq T$ for some finite $T>0$?

Let $f:[0, \infty)\to [0, \infty)$ be non-increasing and satisfy for all $t>t_{0}$, $$f(t)+C\int_{t_{0}}^{t}f^{\gamma}(s)ds\leq \frac{1}{t-t_{0}}\int_{t_{0}}^{t}f(s)ds,$$ where $0<\gamma<1$ ...
Shaq155's user avatar
  • 459
2 votes
1 answer
157 views

$\int_0^u\int_{[-1,1]^2}\int_{[-1,1]^2}\frac{1}{r}e^{-\alpha^2|x-y|^2/r} \, dx\,dy\,dr\leq Cu^{\epsilon}\alpha^{-2\beta}$

I am looking for a proof for the following fact: for $U>0,\beta>0,$ there exists $C>0,\epsilon>0$ such that $$\forall u\in [0,U],\alpha\in\left]0,1\right],\int_0^u\int_{[-1,1]^2}\int_{[-1,...
mathex's user avatar
  • 573
1 vote
0 answers
214 views

Bound for the laplacian of a strictly convex function from above by the gradient of it

Let $V \in C^2(\mathbb{R}^d; \mathbb{R})$ a (strictly) convex function with $ \int_{\mathbb{R}^d} \mathrm{e}^{-V(x)} \, dx = 1.$ I am trying to show that $$ \int_{\mathbb{R}^d} |\nabla_x V(x) |^2\...
kumquat's user avatar
  • 185
3 votes
1 answer
109 views

Inequality: multivariate normal distribition

Let $p(u,x)=\frac{1}{(4\pi u)^{q/2}}e^{-|x|^2/(4u)},u>0,x \in \mathbb{R}^q.$ Prove that for $r\geq 0,c>1$ there exists $C>0$ (depending on $r,c$) such that $$\forall x \in \mathbb{R}^q,u>...
mathex's user avatar
  • 573
5 votes
1 answer
229 views

An inequality for polynomials

I have been thinking about the validity of the following inequality: if $P(z)=\sum_{k=0}^na_kz^k, a_n\neq 0$ and $P(z)$ is non-zero in $|z|<1, $ then for $\theta \in [0, 2\pi],$ and $p>0$ \...
user159888's user avatar
1 vote
1 answer
236 views

What does Landau symbol mean in an inequality?

I'm reading about subdifferentiable function at page 232 of Villani's Optimal Transport: Old and New. Definition 10.5 (Subdifferentiability, superdifferentiability). Let $U$ be an open set of $\...
Akira's user avatar
  • 835
4 votes
0 answers
130 views

A "counterbalancing" trigonometric sum inequality

Is it true that $$s_{n,k}:=\sum_{j=1}^{n-1} r_{n,k,j} <0$$ for all natural $n\ge2$ and all natural $k\in\{1,\dots,n-1\}$, where $$\text{$r_{n,k,j}:=\frac{x_{n,2j}}{y_{n,k,j}\;y_{n,k+1,j}},\quad$ $...
Iosif Pinelis's user avatar
3 votes
0 answers
40 views

Bound of a regular function that cancels at some points

Let $K$ be a bounded convex set of $\mathbb{R}^n$ and $x_1,\ldots,x_k\in K$. Let $f: \mathbb{R}^n \rightarrow \mathbb{R}$ be a $C^\infty$ function that cancels on points $x_1,\ldots,x_k$ . When $n=1$, ...
Pii_jhi's user avatar
  • 121
4 votes
1 answer
149 views

An algebraic inequality in three real variables

Is it true that $$(v-u)^2+(w-u)^2+(w-v)^2 \\ +\left(\sqrt{\frac{1+u^2}{1+v^2}} +\sqrt{\frac{1+v^2}{1+u^2}}\right) (w-u)(w-v) \\ -\left(\sqrt{\frac{1+u^2}{1+w^2}}+\sqrt{\frac{1+w^2}{1+u^2}}\right) (w-...
Iosif Pinelis's user avatar
4 votes
0 answers
179 views

Approximation by gaussian mollification in Sobolev spaces

I have been trying to find a good estimate on the constant in the inequality (in dimension $d=3$ to simplify) $$\label{0}\tag{0} \|(1-e^{t\Delta})f\|_{L^{5/3}(\Bbb R^3)} \leq C_0\,t^{2/5}\, \|\nabla \...
LL 3.14's user avatar
  • 230
5 votes
1 answer
151 views

On existence of a concave function

Let $a$ be a strictly positive $C^\infty$ smooth function on the unit interval. Does there exist a strictly positive $C^\infty$ smooth function $f$ on $I$ such that $$ f’’(x) \leq 0\quad \text{and} \...
Ali's user avatar
  • 4,135
4 votes
1 answer
367 views

Inequality with decreasing rearrangement function

Let $f^{*}$ be the usual decreasing rearrangement function of a measurable function $f$ on a measure space $(X, \mu)$. Let $1<p<n$ and set $$p'=\frac{pn}{n-p}.$$ Also, let $g$ be a positive ...
Shaq155's user avatar
  • 459
2 votes
2 answers
189 views

Elementary convexity example

I'm trying to check that certain examples of Young functions in the harmonic analysis literature are actually Young functions, and in doing so need to prove the following convexity-like inequality for ...
Joshua Isralowitz's user avatar
2 votes
1 answer
255 views

On the infimal convolution of two norms on $\mathbb R^n$

$\newcommand{\R}{\mathbb R}$For natural $n$, $a\in\R^n$, and real $t>0$, let \begin{equation*} K:=K_{n,t}(a):=\inf_{x\in\R^n}(\|a-x\|_2+t\|x\|_1), \end{equation*} \begin{equation*} M:=M_{n,...
Iosif Pinelis's user avatar
1 vote
1 answer
54 views

Can the second-order difference control the first-order difference for nowhere differentiable functions?

Suppose that $f$ is a continuous, nonconstant function on $[0,1]$. Fix some $0<a<1$. Is it possible to establish the following inequality $$ |f(x+h)-f(x)| \leq C \left[ |h|^a + |2f(x)-f(x+h)-f(x-...
Watheophy's user avatar
  • 419
3 votes
1 answer
154 views

Bounds on symmetric polynomials in power-sum form with bounded coefficients

Let $\boldsymbol{x}=(x_1,\ldots,x_n)$ be a real vector. Define the normalized power-sum symmetric polynomials by $\pi_j(\boldsymbol{x})=\frac 1n(x_1^j+\cdots+x_n^j)$. For a partition $\lambda= (j_1,\...
Brendan McKay's user avatar
4 votes
1 answer
166 views

Estimate an improper integral

Suppose that $f$ satisfies $a$-Hölder condition on $[0,1]$ ($0<a<1$). Fix $0<b<a$. For any $x\in [0,1]$ and sufficiently small $\delta>0$, is the following inequality established? $$ \...
Watheophy's user avatar
  • 419
2 votes
1 answer
74 views

An inequality about the second-order difference

Fix a continuously differentiable but nowhere twice differentiable function $f$ on $\mathbb{R}$ supported on $[0,1]$. Is it true that for all $x\in[0,1]$ and all $\delta$ sufficiently small \begin{...
Watheophy's user avatar
  • 419
4 votes
1 answer
353 views

Inequalities involving binary representation of integers

Let $N\geq 1$ be a positive integer and assume that $N=2^{n_1}+2^{n_2}+\cdots+2^{n_{p}}$, $n_{1}>n_{2}>\cdots>n_{p}\geq 0$, is the binary representation of $N$. I believe that the following ...
aleari1009's user avatar
5 votes
2 answers
2k views

Relationship between KL, chi-squared, and Hellinger

There are many well-known relationships between the KL divergence, chi-squared ($\chi^2$) divergence, and the Hellinger metric. In the paper "Assouad, Fano, and Le Cam" by Bin Yu, the author ...
jack412's user avatar
  • 63
23 votes
5 answers
2k views

Axiomatic construction of trigonometric functions

I am able to construct functions $\sin,\cos\colon \mathbb R \to \mathbb R$ satisfying the following properties: $\sin^2 x + \cos^2 x = 1$, $\sin(x+y)=\sin x \cos y + \sin y\cos x$, $\cos(x+y)=\cos x \...
Emanuele Paolini's user avatar
1 vote
1 answer
323 views

An inequality in four variables

Let $f(x,y)=\frac{10xy-(x+y)+1}{8xy-2(x+y)+5}$ and $g(x,y)=\frac{1}{4}\left[1+\frac{1}{3}(4x-1)(4y-1)\right]$. I want to prove that for any $0.5\le a\le b\le 1$ and $0.7\le c\le d\le 1$, it holds that ...
lchen's user avatar
  • 367
0 votes
1 answer
125 views

Bounding integral expression with Sobolev norm of integrand

Consider the following integral expression: $$\mathcal I :=\iint_{\epsilon \leq|x-y| \leq 1/2} f(x) f(y) \frac{\langle g(x)-g(y), x-y\rangle}{|x-y|^{n+2}} d x d y $$ for $\epsilon>0$, $f \in L^\...
user avatar
2 votes
0 answers
117 views

Bounding integral expression with BV norm of integrand

Consider the following integral expression: $$\mathcal I :=\iint_{\epsilon \leq|x-y| \leq 1/2} f(x) f(y) \frac{\langle g(x)-g(y), x-y\rangle}{|x-y|^{n+2}} d x d y $$ for $\epsilon>0$, $f \in L^\...
user avatar
0 votes
1 answer
165 views

Positive, monotone decreasing function, with derivative limit in 0 equal to ∞ submultiplicative up to an factor?

Related to this question. For $x_+ \in (0,\infty)$, $a \in \mathbb{R}$ let $F\colon[0,x_+] \to [a,\infty)$ be a twice continuous differentiable (in $(0,x_+)$) function with $f := F'$, $f(x) > 0$, ...
maximilian43's user avatar
3 votes
2 answers
210 views

Bounding integral expression with total variation of integrand

Consider the following integral expression: $$\mathcal I :=\iint_{\epsilon \leq|x-y| \leq 1/2} f(x) f(y) \frac{(g(x)-g(y))(x-y)}{|x-y|^{3}} d x d y $$ for $\epsilon>0$, $f \in L^\infty(\mathbb R)$,...
user avatar
1 vote
1 answer
110 views

Positive, monotone decreasing function, with limit in 0 equal to ∞ submultiplicative up to an factor?

For $x_+ \in (0,\infty)$ let $f\colon(0,x_+] \to (0,\infty)$ be a continous differentiable function with $f(x) > 0$ and $f'(x) < 0$ for all $x \in (0,x_+]$. Moreover, we assume that $$\lim_{x \...
maximilian43's user avatar
2 votes
1 answer
174 views

Gradient of a convex function on $\mathbb{R}^d$, maximum on hypercubes bounded by values in corners?

Let $f : \mathbb{R}^d \rightarrow \mathbb{R}$ be infinitely often continuously differentiable and convex. For $d = 1$, we know that for any interval $[a, b]$, it holds for $x, y \in [a, b]$ that $$ (f'...
Steve's user avatar
  • 1,095
3 votes
1 answer
88 views

More on the inequality $f'(x)/(1-f(x)^2)-1/(1-x^2)\ge0$

A previous question was as follows: Assume that $f\colon[0,1]\to[0,1]$ is a diffeomorphism so that $(f''(x)/f'(x))'<0$ and that $f''(0)=0$. It seems to me that $$\frac{1-f(x)^2}{1-x^2}\le f'(x)$$ ...
Iosif Pinelis's user avatar
1 vote
1 answer
176 views

A condition on the inequality $f'(x)/(1-f(x)^2)-1/(1-x^2)\ge 0$

Assume that $f:[0,1]\to [0,1]$ is an diffeomorphism so that $(f''(x)/f'(x))'<0$ and that $f''(0)=0$. It seems to me that $$\frac{1-f(x)^2}{1-x^2}\le f'(x)$$ on $[0,1]$. But no proof so far. The ...
MathArt's user avatar
  • 333
5 votes
1 answer
460 views

Using Young's inequality to show elementary inequality?

Let $p, q\geq 2$, $s\geq p$ and $f,g$ be non-negative smooth enough functions. Then why does the following inequality hold: $$-f^{q-2}g^{s}|\nabla f|^{p}+f^{q-1}g^{s-1}|\nabla f|^{p-1}|\nabla g|\leq C(...
Shaq155's user avatar
  • 459
3 votes
1 answer
354 views

Hölder inequality between different Orlicz spaces

If we have a product of functions $fg$ with $f\in L^r$ and $g\in L^s$ for some $s,r>1$ satisfying $1/r+1/s=1$, then we know that $fg\in L^1$. But if $g$ is a little bit more than $L^s$, say $L^s \...
Dorian's user avatar
  • 363
2 votes
1 answer
164 views

Coefficients of certain Taylor series

For $t\in(-1,1)$, let $$f(t):=\left(\frac{1+t}{1-t}\right)^{(1-t)/2}+\left(\frac{1-t}{1+t}\right)^{(1+t)/2}$$ and $$g(t):=\frac1{f(t)}.$$ Note that the functions $f$ and $g$ are even. Question 1: Is ...
Iosif Pinelis's user avatar

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