A note on optimal probability lower bounds for centered random variables
classification
🧮 math.PR
math.OC
keywords
boundslowercenterednoteobtainoptimalprobabilityrandom
read the original abstract
In this note we obtain lower bounds for $\P(\xi\geq 0)$ and $\P(\xi>0)$ under assumptions on the moments of a centered random variable $\xi$. 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.