搜索结果: 1-15 共查到“统计学 Inequality”相关记录32条 . 查询时间(0.321 秒)
On some interrelations of generalized $q$-entropies and a generalized Fisher information, including a Cramér-Rao inequality
Cramér-Rao inequality generalizedq-entropy generalized Gaussians de Bruijn identity
2013/6/17
In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher...
A simple proof for the multivariate Chebyshev inequality
Chebyshev (Tchebychev) inequality Mahalanobis distance Principal compo-nents Ellipsoid
2013/6/14
In this paper a simple proof of the Chebyshev's inequality for random vectors obtained by Chen (arXiv:0707.0805v2, 2011) is obtained. This inequality gives a lower bound for the percentage of the popu...
Graphical methods for inequality constraints in marginalized DAGs
Graphical methods inequality constraints marginalized DAGs
2012/11/22
We present a graphical approach to deriving inequality constraints for directed acyclic graph (DAG) models, where some variables are unobserved. In particular we show that the observed distribution of...
A proof of Bell's inequality in quantum mechanics using causal interactions
Interactions interference local reality quantum physics
2012/9/19
We give a simple proof of Bell’s inequality in quantum mechanics which, in conjunction with experiments, demonstrates that the local hidden variables assumption is false. The proof sheds light on rela...
A note on a maximal Bernstein inequality
Bernstein inequality dependent sums maximal inequality mixing
2011/7/19
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.
A simple variance inequality for U-statistics of a Markov chain with applications
U-statistics Markov chains Inequalities Limit theorems
2011/7/19
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain.
When the Cramer-Rao Inequality provides no information
Cramer-Rao Inequality Pareto distribution power law
2010/4/27
We investigate a one-parameter family of probability densities (related to the
Pareto distribution, which describes many natural phenomena) where the Cram´er-Rao inequality
provides no informa...
Bayesian analysis in moment inequality models
Identified region limited information likelihood consistent setestimation maximum posterior model and moment selection
2010/3/9
This paper presents a study of the large-sample behavior of the
posterior distribution of a structural parameter which is partially
identified by moment inequalities. The posterior density is derive...
Chernoff proves an inequality using Hemite polynomials.
Here we prove and generalize this inequality using Cauchy -
Schwartz inequality and Fubini equality.
A decoupling inequality for multilinear functions of stable vectors
A decoupling inequality multilinear functions stable vectors
2009/9/24
This note contains the proof of a decoupling ineqnality
for multilinear functions of symmetric B-valued stable random
vectors.
Jensen's inequality for Schwarz maps in von Neumann algebras
Jensen's inequality Schwarz maps von Neumann algebras
2009/9/23
Jensen's inequality for Schwarz maps in von Neumann algebras。
Extensions of Chebychev's inequality with applications
Extensions Chebychev's inequality applications
2009/9/23
Extensions of Chebychev's inequality with applications。
Estimates for the Poisson kernels on homogeneous manifolds of negative curvature and the boundary Harnack inequality in the noncoercive case
Estimates for the Poisson kernels homogeneous manifolds negative curvature the boundary Harnack inequality
2009/9/21
Using a probabilistic technique we obtain upper and
lower estimates for the Poisson kernels of the second order diflerential
operators on a homogeneous manifold of negative curvature. Our
results i...
A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations
A logarithmic Sobolev inequality one-dimensional multivalued stochastic differential equations
2009/9/21
We establish a logarithmic Sobolev inequality for a one-
-dimensional multivalued stochastic differential equation associated with
the subdillerential of a convex lower semicontinuous function, usin...
An exponential inequality for negatively associated random variables
Covariance function Exponential inequality Negative association
2009/9/16
We prove an exponential inequality for negatively associated and strictly stationary random variables. A condition is given for almost sure convergence and the associated rate of convergence is specif...