Displaying similar documents to “On Weak Tail Domination of Random Vectors”

Weak and strong moments of random vectors

Rafał Latała (2011)

Banach Center Publications

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We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotype constant.

A note on correlation coefficient between random events

Czesław Stępniak (2015)

Discussiones Mathematicae Probability and Statistics

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Correlation coefficient is a well known measure of (linear) dependence between random variables. In his textbook published in 1980 L.T. Kubik introduced an analogue of such measure for random events A and B and studied its basic properties. We reveal that this measure reduces to the usual correlation coefficient between the indicator functions of A and B. In consequence the resuts by Kubik are obtained and strenghted directly. This is essential because the textbook is recommended by...