A note on optimal probability lower bounds for centered random variables
Colloquium Mathematicae (2008)
- Volume: 113, Issue: 2, page 231-240
- ISSN: 0010-1354
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topMark Veraar. "A note on optimal probability lower bounds for centered random variables." Colloquium Mathematicae 113.2 (2008): 231-240. <http://eudml.org/doc/284074>.
@article{MarkVeraar2008,
abstract = {We obtain lower bounds for ℙ(ξ ≥ 0) and ℙ(ξ > 0) under assumptions on the moments of a centered random variable ξ. The estimates obtained are shown to be optimal and improve results from the literature. They are then applied to obtain probability lower bounds for second order Rademacher chaos.},
author = {Mark Veraar},
journal = {Colloquium Mathematicae},
keywords = {centered random variables; tail estimates; second order chaos; Rademacher sums},
language = {eng},
number = {2},
pages = {231-240},
title = {A note on optimal probability lower bounds for centered random variables},
url = {http://eudml.org/doc/284074},
volume = {113},
year = {2008},
}
TY - JOUR
AU - Mark Veraar
TI - A note on optimal probability lower bounds for centered random variables
JO - Colloquium Mathematicae
PY - 2008
VL - 113
IS - 2
SP - 231
EP - 240
AB - We obtain lower bounds for ℙ(ξ ≥ 0) and ℙ(ξ > 0) under assumptions on the moments of a centered random variable ξ. The estimates obtained are shown to be optimal and improve results from the literature. They are then applied to obtain probability lower bounds for second order Rademacher chaos.
LA - eng
KW - centered random variables; tail estimates; second order chaos; Rademacher sums
UR - http://eudml.org/doc/284074
ER -
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