منابع مشابه
Probability and Expectation Inequalities
This paper introduces a mathematical framework within which a wide variety of known and new inequalities can be viewed from a common perspective. Probability and expectation inequalities of the following types are considered: (a) P(ZEA) ~ P(Z'EA) for some class of sets A, (b) Ek(Z) ~ Ek(Z') for some class of functions k, and (c) Et(Z) ~ Ek(Z') for some class of pairs of functions t and k. It is...
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Quantifying the risk of unfortunate events occurring, despite limited distributional information, is a basic problem underlying many practical questions. Indeed, quantifying constraint violation probabilities in distributionally robust programming or judging the risk of financial positions can both be seen to involve risk quantification, notwithstanding distributional ambiguity. In this work we...
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Several important multivariate probability inequalities can be formulated in terms of multivariate convolutions of the form J!I (x )h(x (})dx, where usually !I = Ie is the indicator of a region C ~ R", h is a probability density on R , and (} is a translation parameter. Often fl and f2 possess convexity, monotonicity, and/or symmetry properties. More general multivariate compositions of the for...
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ژورنال
عنوان ژورنال: Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
سال: 1982
ISSN: 0044-3719,1432-2064
DOI: 10.1007/bf00575522