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arXiv · 1010.3682

New Probabilistic Inequalities from Monotone Likelihood Ratio Property

Xinjia Chen
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Abstract

In this paper, we propose a new approach for deriving probabilistic inequalities. Our main idea is to exploit the information of underlying distributions by virtue of the monotone likelihood ratio property and Berry-Essen inequality. Unprecedentedly sharp bounds for the tail probabilities of some common distributions are established.

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Xinjia Chen. 2010-10-18. New Probabilistic Inequalities from Monotone Likelihood Ratio Property. https://arxiv.org/abs/1010.3682

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