On lower bounds for tail probabilities

DOI10.1016/J.JSPI.2006.02.015zbMATH Open1120.60016OpenAlexW2077667520MaRDI QIDQ997282FDOQ997282

V. V. Petrov

Publication date: 23 July 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.02.015

zbMATH Keywords

lower boundstail probabilitiesLyapunov's inequality for moments

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

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• On the Application of the Borel-Cantelli Lemma
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• An Inequality for Moments of a Random Variable
• Some Elementary Variations of the Lyapunov Inequality

Cited In (19)

• General restrictions on tail probabilities
• EXACT LOWER BOUND ON AN ‘EXACTLY ONE’ PROBABILITY
• Bounds for the t-tail area
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• Moment Problem and Its Applications to Risk Assessment
• Sequential Shortest Path Interdiction with Incomplete Information and Limited Feedback
• Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model
• Title not available (Why is that?)
• An Optimal Upper Bound on the Tail Probability for Sums of Random Variables
• On the size of earthworm's trail
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise
• Title not available (Why is that?)
• Bounds on AREs for restricted classes of distributions defined via tail- orderings
• Upper bounds on Poisson tail probabilities
• Bounds for tail probabilities of the sample variance
• A theoretical and empirical comparison of gradient approximations in derivative-free optimization
• Strengthenings of the Lyapunov, Hölder, and Minkowski inequalities
• Best constants in Chebyshev inequalities with various applications.
• The stochastic lower bound

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