Bounds for tail probabilities of the sample variance.
Bentkus, V., Van Zuijlen, M. (2009)
Journal of Inequalities and Applications [electronic only]
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Bentkus, V., Van Zuijlen, M. (2009)
Journal of Inequalities and Applications [electronic only]
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Egozcue, Martín, García, Luis Fuentes, Wong, Wing-Keung, Zitikis, Ričardas (2010)
Journal of Inequalities and Applications [electronic only]
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M. Katz, F. Schnitzer (1970)
Rendiconti del Seminario Matematico della Università di Padova
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C. Buchta (1987)
Discrete & computational geometry
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Martín Egozcue, Luis García, Wing-Keung Wong, Ričardas Zitikis (2011)
Open Mathematics
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We show that Grüss-type probabilistic inequalities for covariances can be considerably sharpened when the underlying random variables are quadrant dependent in expectation (QDE). The herein established covariance bounds not only sharpen the classical Grüss inequality but also improve upon recently derived Grüss-type bounds under the assumption of quadrant dependency (QD), which is stronger than QDE. We illustrate our general results with examples based on specially devised bivariate...
Leszek Klukowski (2008)
Control and Cybernetics
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Hugh Montgomery, Andrew Odlyzko (1988)
Acta Arithmetica
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Alexander R. Pruss (1997)
Annales de l'I.H.P. Probabilités et statistiques
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Stefanova, Kremena (2011)
Union of Bulgarian Mathematicians
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Кремена В. Стефанова - В тази статия са разрешени някои нелинейни интегрални неравенства, които включват максимума на неизвестната функция на две променливи. Разгледаните неравенства представляват обобщения на класическото неравенство на Гронуол-Белман. Значението на тези интегрални неравенства се определя от широките им приложения в качествените изследвания на частните диференциални уравнения с “максимуми” и е илюстрирано чрез някои директни приложения. This paper deals...
Wang, Mingjin (2008)
Journal of Inequalities and Applications [electronic only]
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