A note on optimal probability lower
bounds for centered random variables
Colloquium Mathematicum, Tome 113 (2008) no. 2, pp. 231-240
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
We obtain lower bounds for ${\mathbb P}(\xi\geq 0)$ and ${\mathbb P}({\xi>
0})$ under assumptions on the moments of a centered random variable
$\xi$. The estimates obtained are shown to be optimal and improve
results from the literature. They are then applied to obtain
probability lower bounds for second order Rademacher chaos.
Keywords:
obtain lower bounds mathbb geq mathbb under assumptions moments centered random variable estimates obtained shown optimal improve results literature applied obtain probability lower bounds second order rademacher chaos
Affiliations des auteurs :
Mark Veraar  1
@article{10_4064_cm113_2_5,
author = {Mark Veraar},
title = {A note on optimal probability lower
bounds for centered random variables},
journal = {Colloquium Mathematicum},
pages = {231--240},
year = {2008},
volume = {113},
number = {2},
doi = {10.4064/cm113-2-5},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/cm113-2-5/}
}
Mark Veraar. A note on optimal probability lower bounds for centered random variables. Colloquium Mathematicum, Tome 113 (2008) no. 2, pp. 231-240. doi: 10.4064/cm113-2-5
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