Two-sided probability bound for a symmetric unimodal random variable

DOI10.1134/S000511791903007XMaRDI QIDQ2290386zbMATH OpenWikidataFDO

Authors K. V. Semenikhin

Publication date 27 January 2020

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S000511791903007X

zbMATH Keywords

Gauss inequalityprobability boundrobust confidence intervalunimodal distributionworst-case distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Stochastic systems in control theory (general) (93E03)

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Cited in

(7)

• ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
• Symmetric upper probabilities
• Exact estimates of the probability of a non-negative unimodal random value hitting special intervals under incomplete information
• Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions
• Sharp inequalities of Bienaymé-Chebyshev and Gauß type for possibly asymmetric intervals around the mean
• A Markovian Gauss inequality for asymmetric deviations from the mode of symmetric unimodal distributions
• Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters

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