Probability inequalities for convex sets and multidimensional concentration functions
β Scribed by Marek Kanter
- Publisher
- Elsevier Science
- Year
- 1976
- Tongue
- English
- Weight
- 743 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We propose a method, based on logarithmic convexity, for producing sharp Ε½ . Ε½ . bounds for the ratio β« x q β€ rβ« x . As an application, we present an inequality that sharpens and generalizes inequalities due to Gautschi, Chu, Boyd, Lazarevic-ΔΉupas ΒΈ, and Kershaw.
Let 7 be an unknown covariance matrix. Perturbation (in)equalities are derived for various scale-invariant functionals of 7 such as correlations (including partial, multiple and canonical correlations) or angles between eigenspaces. These results show that a particular confidence set for 7 is canoni