All Questions
3
questions
0
votes
1
answer
31
views
strange bound on correlation for symmetric pdf
I am puzzled by a rather simple fact:
The correlation of a symmetric multivariate pdf seems to be bound from below (increasingly strong with the number of dimensions). That seems unlikely to me.
But I ...
- 120
1
vote
3
answers
906
views
Is there a way to bound expected value with limited information of the CDF?
Suppose I want to evaluate $E[X]$, where $X$ is a univariate random variable and takes values in $\mathcal{X}$, where the smallest element of $\mathcal{X}$ is 0 and the largest element of $\mathcal{X}$...
- 403
1
vote
0
answers
396
views
Tight upper and lower bounds of the CDF of a summation of random variables
I have this random variable
$$Y = \sum_{k=1}^KX_k$$
where $X_k$ are i.i.d. random variables with CDF and PDF $F_X(x)$ and $f_X(x)$, respectively.
In my application, the CDF of $Y$ denoted by $F_Y(...
- 390