A note on optimal probability lower bounds for centered random variables

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dc.creatorVeraar, Mark
dc.date2008-03-05
dc.date2008-04-24
dc.date.accessioned2026-07-07T09:34:12Z
dc.date.available2026-07-07T09:34:12Z
dc.descriptionIn this note we obtain lower bounds for $¶(ξ\geq 0)$ and $¶(ξ>0)$ under assumptions on the moments of a centered random variable $ξ$. The obtained estimates are shown to be optimal and improve results from the literature. The results are applied to obtain probability lower bounds for second order Rademacher chaos.
dc.descriptionSome typos corrected. To appear in Colloquium Mathematicum
dc.identifierhttps://arxiv.org/abs/0803.0727
dc.identifierhttp://arxiv.org/abs/0803.0727
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/159404
dc.subjectProbability
dc.subjectOptimization and Control
dc.subject60E15
dc.titleA note on optimal probability lower bounds for centered random variables
dc.typetext

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