On lower bounds for tail probabilities

DOI10.1016/J.JSPI.2006.02.015MaRDI QIDQ997282zbMATHOpenAlexFDO

Authors 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)

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Cites work

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

Cited in

(24)

• Upper bounds on Poisson tail probabilities
• Bounds on AREs for restricted classes of distributions defined via tail- orderings
• A note on optimal probability lower bounds for centered random variables
• scientific article; zbMATH DE number 2107664 (Why is no real title available?)
• Bounds for tail probabilities of the sample variance
• A reversion of the Chernoff bound
• Moment Problem and Its Applications to Risk Assessment
• Chebyshev inequalities for products of random variables
• General restrictions on tail probabilities
• The stochastic lower bound
• On the size of earthworm's trail
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise
• An Optimal Upper Bound on the Tail Probability for Sums of Random Variables
• EXACT LOWER BOUND ON AN ‘EXACTLY ONE’ PROBABILITY
• Bounds for the t-tail area
• Sequential Shortest Path Interdiction with Incomplete Information and Limited Feedback
• Strengthenings of the Lyapunov, Hölder, and Minkowski inequalities
• scientific article; zbMATH DE number 846002 (Why is no real title available?)
• ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
• Tight tail probability bounds for distribution-free decision making
• Best constants in Chebyshev inequalities with various applications.
• A theoretical and empirical comparison of gradient approximations in derivative-free optimization
• scientific article; zbMATH DE number 5117148 (Why is no real title available?)
• Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model

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