Some inequalities for the Chi square distribution function and the exponential function
β Scribed by Milan Merkle
- Publisher
- Springer
- Year
- 1993
- Tongue
- English
- Weight
- 336 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0003-889X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper we prove, mainly, three probabilistic inequalities with which we can control the exponential moments of different Wiener functionals. The first one is a general exponential inequality for the functionals of a Markov process defined with a symmetric Dirichlet form under its invariant pr
The distribution function of a linear combination of independent central chi-square random variables is obtained in a straightfoward manner by inverting the moment generating function. The distribution is expressed as an infinite gamma series whose terms can be computed efficiently to a sufficient d
Laforgia (1984) obtained some inequalities of the type according to the values of the positive parameters ~ and 2, valid for every non-negative real value of k, or at least for k greater than or equal than a k o depending on a and 2. In this paper a complete analysis of the problem is carried ou