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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

1 vote
1 answer
56 views

Covariance inequality for left skewed distributions

Consider a left skewed random variable $X$ with mean $1$, median $>1$ and support on $[0,2)$. Suppose we have a class of functions $\mathbf{G}$ and each of it's members satisfy $G(x): [0,\infty) \t …
Dejan Evisal's user avatar
3 votes
1 answer
201 views

Probabilistic Taylor theorem for concave functions

This paper proves a probabilistic version of Taylor's theorem \begin{equation*} \mathbb{E}g(X) = \sum_{k=0}^{n-1} \frac{g^{(k)}(0)}{k!} \mathbb{E}X^k + \frac{\mathbb{E}X^n}{n!} \mathbb{E} g^{(n)}(X_{ …
Dejan Evisal's user avatar