- Tytuł:
- Variance upper bounds and a probability inequality for discrete α-unimodality
- Autorzy:
- Ageel, M.
- Powiązania:
- https://bibliotekanauki.pl/articles/1208132.pdf
- Data publikacji:
- 2000
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
probability inequality
variance
upper and lower bounds
discrete unimodality - Opis:
- Variance upper bounds for discrete α-unimodal distributions defined on a finite support are established. These bounds depend on the support and the unimodality index α. They increase as the unimodality index α increases. More information about the underlying distributions yields tighter upper bounds for the variance. A parameter-free Bernstein-type upper bound is derived for the probability that the sum S of n independent and identically distributed discrete α-unimodal random variables exceeds its mean E(S) by a positive value nt. The bound for P{S-nμ ≥ nt} depends on the range of the summands, the sample size n, the unimodality index α and the positive number t.
- Źródło:
-
Applicationes Mathematicae; 2000, 27, 4; 403-410
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł