All Questions
Tagged with upper-lower-bounds statistics
28
questions with no upvoted or accepted answers
2
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33
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Lower bound of $\frac{\|(\mathbf X \otimes \mathbf X^\top)\theta\|_2^2}{np}$
According to Theorem 7.16 of High-Dimensional Statistics: A Non-Asymptotic Viewpoint (M. Wainwright, 2019), we know that for $\mathbf X\in\mathbb R^{n\times p}, X_{ij}\overset{iid}{\sim}N(0,1),$ there ...
- 63
2
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92
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Probabilistic bound on difference of Lipschitz random function
I am currently facing the following problem :
Let $(X_1,Z_1),\ldots,(X_n,Z_n)$ be $n$ i.i.d. sample points from some distribution $p$ supported on $\mathcal X\times\{-1,1\}$ where $\mathcal X\subseteq ...
2
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212
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Hoeffding's Inequality Assumptions
I'm looking for the assumptions of the Hoeffding's inequality to check it is applicable to my problem. So far the only assumptions I can find are the variables $Z_i$ are IID and bounded. However, Im ...
- 21
2
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70
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Show that $\operatorname{Pr}(Z-X \geq 0)$ converges to one
Suppose that $V_i$, for $i \in \mathbb{N}$, are i.i.d. standard normal random variables and $Y_i = \sum_{k=1}^i V_k$ for $i \in \mathbb{N}$ with $Y_0 = 0$. Let $X_n = (\sum_{i=1}^n V_i Y_{i-1})^2 Y_n^...
- 1,180
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27
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Showing upper and lower Bayesian method of survival function
\begin{equation}
\begin{split}
S(t) = \frac{1}{\int_{0}^{1}\prod_{m=1}^M\left( \prod_{i=1}^{n_m} (t_{mi}+yx)^{\beta-1}\right)y^{c-1}(1-y)^{d-1}\frac{ \Gamma(\sum_{m=1}^{M}n_m+a)}{\left[\sum_{m=1}^{...
- 11
1
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17
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Calculation of lower range confidence interval
Question
We observe $x$, the maximum of $n$ values in a random sample from the uniform distribution between $0$ and $c$, where $c > 0$. Find an exact lower range $100(1 - \alpha)\%$ confidence ...
- 2,187
1
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48
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Product of random variables greater than dependent sum of random variables
Let $X := {1\dots m}$ be the set of indexes corresponding to the elements of the vector of i.i.d. random variables $w:=(w_1, \dots, w_m)$. Let there be the subsets $Y, Z \subseteq X$ which may or may ...
- 221
1
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27
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Tight bounds for the expected maximum value of k IID Binomial(n, p) random variables
What is the tightest lower and upper bound for the expected maximum value of k IID Binomial(n, p) random variables
I tried to derive it :
$$Pr[max \leq C] = (\sum_{i = 0}^C {n \choose i}p^i(1 - p)^i)^...
- 21
1
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0
answers
90
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Proving the set where probability density function becomes infinite is bounded
For a continuous random variable $X$, with probability density function $p_X(x)$, it is known that there exists a $p_{min} > 0$ such that $p_X(x) \geq p_{min} \forall x \in X$. Also, I know that $X$...
- 11
1
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48
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Upper Bound for Moments for Product of Sample Means
I have a question about the upper bound of the following moment.
Suppose that $(A_1, e_1),\ldots, (A_n, e_n)$ are i.i.d. with $E(e_i)=0$. I am wondering if we have the bound
$$E\bigg(\bigg\|\frac{\...
- 53
1
vote
0
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102
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Concentration bound for the distribution of the difference of two random variables
If we use $\Rightarrow$ to represent convergence in distribution and suppose that $X_n \Rightarrow N(0,\sigma_1)$ and $Y_n \Rightarrow N(0,\sigma_2)$, and $X_n$ and $Y_n$ are independent, then we all ...
- 11
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20
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Use the statistical process control method to find the indicated control limits.
Question : The table gives $10$ samples of three measurements, made during a production run. Use the statistical process control method to find the indicated control limits.
Using $k_2=2.568$ and $...
1
vote
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46
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Generalization Bounds
Given the loss function $L(\hat{y},y)$
the generalization error is defined as
$$R(h) = \underset{(x,y)\sim D}{\mathrm{E}}[L(h(x),y)]$$
the empirical error is defined as
$$\hat R(h) = \frac{1}{m}\...
1
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0
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52
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Does logistic regression not fulfill an inequality required for Wilks' Theorem or am I missing something?
The required inequality:
Wilks' Theorem is given in the source below as Theorem 12.4.2, p. 515. Before stating the inequality, some definitions are needed:
Let $Z_1, \dots, Z_n$ be i.i.d. according to ...
- 47
1
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0
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20
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On the difference between the main effect in a one-factor and a two-factor regression
This question was asked on Cross Validated where it received little attention and no comments or answers, but as it is purely mathematically oriented it may well be more suitable here.
Consider a ...
- 27.4k