On lower bounds for tail probabilities

DOI10.1016/J.JSPI.2006.02.015MaRDI QIDQ997282zbMATH OpenOpenAlexFDO

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

(25)

• General restrictions on tail probabilities
• Tight tail probability bounds for distribution-free decision making
• EXACT LOWER BOUND ON AN ‘EXACTLY ONE’ PROBABILITY
• Bounds for the t-tail area
• scientific article; zbMATH DE number 5117148 (Why is no real title available?)
• Moment Problem and Its Applications to Risk Assessment
• Chebyshev inequalities for products of random variables
• A note on optimal probability lower bounds for centered random variables
• Sequential Shortest Path Interdiction with Incomplete Information and Limited Feedback
• Instability results for cosine-dissimilarity-based nearest neighbor search on high dimensional Gaussian data
• scientific article; zbMATH DE number 2107664 (Why is no real title available?)
• Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model
• 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
• ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
• A reversion of the Chernoff bound
• Bounds on AREs for restricted classes of distributions defined via tail- orderings
• scientific article; zbMATH DE number 846002 (Why is no real title available?)
• Bounds for tail probabilities of the sample variance
• Upper bounds on Poisson tail probabilities
• 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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