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Finding lower bound for standard deviation
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)The other side's version of one tailed Chebyshev's inequality?Prove that if a fraction is broken up into two the resulting two fractions cannot both have a larger valueConcentration inequality for sum of squares of i.i.d. sub-exponential random variables?Finding large deviation bound for binomial distributionFind the value of constants $c_1, c_2, c_3, c_4$ for which function $f: mathbbR rightarrow mathbbR$ is differentiableInequality for exponential of $x^alpha$Bound probability with ChebyshevProbability inequality for lower boundProof check: Is this a valid step using limits of a sequence random variables?Show $mathrmVar big( c_1 X + c_2 Y + c_3 XY + c_4 X^2 + c_5 Y^2 big) > 0$ for any not all zero $c_i$ where $(X, Y) sim Normal$
$begingroup$
I have a random variable $R_n$ and a constant $w_n$ (which are related to a oriented percolation problem from https://arxiv.org/abs/1610.10018 on section 4.1(ii)) with the following properties:
(Notation: $mathbbE$ is the expected value operator and $mathbbP$ denotes the probability)
Let $R_n^+ = max0,R_n$, $exists$ positive constants $c_1,c_2,c_3$ with $c_1leq 1$ such that
$c_1 w_n leq mathbbE(R_n^+)leq frac1c_1w_n$
$mathbbP(R_ngeq 2w_n)geq c_2$
$mathbbP(R_nleq w_n)geq c_3$
The objective is to show that exists another constant $c_4$ such that $$sqrtVar(R_n)geq c_4 w_n$$
according to the authors this result "is directly implied" but I can't see it.
Here's what I attempted
Using Chebyshev's inequality:
$$fracVar(R_n)w_n^2geq mathbbP(|R_n-mathbbE(R_n)|geq w_n) = 1-mathbbP(|R_n-mathbbE(R_n)|< w_n)=$$
$$=1 - mathbbPleft[mathbbE(R_n)-w_n<R_n<mathbbE(R_n)+ w_nright]geq$$
$$geq 1 - mathbbP[E(R_n)-w_n<R_n<E(R_n^+)+w_n]geq 1-mathbbPleft[E(R_n)-w_n<R_n<fracw_nc_1+w_nright]geq$$
$$geq 1-mathbbPleft[mathbbE(R_n)-w_n<R_n< left( frac1c_1+1 right) w_nright]=$$
$$=mathbbPleft[left(R_nleq mathbbE(R_n)-w_nright)bigcup left(R_ngeq left(frac1c_1+1right)w_nright)right]=$$
$$ = mathbbPleft[R_nleq mathbbE(R_n)-w_nright]+mathbbPleft[R_ngeq left(frac1c_1+1right)w_nright]$$
Now the plan was to somehow find the expressions on the properties to show the existence of $c_4$, but HOW?
Is there any steps I'm not seeing or another simple property that shows this, or maybe another well known inequality involving the variance I could use to try to understand this?
Thanks in advance.
real-analysis probability upper-lower-bounds percolation
$endgroup$
add a comment |
$begingroup$
I have a random variable $R_n$ and a constant $w_n$ (which are related to a oriented percolation problem from https://arxiv.org/abs/1610.10018 on section 4.1(ii)) with the following properties:
(Notation: $mathbbE$ is the expected value operator and $mathbbP$ denotes the probability)
Let $R_n^+ = max0,R_n$, $exists$ positive constants $c_1,c_2,c_3$ with $c_1leq 1$ such that
$c_1 w_n leq mathbbE(R_n^+)leq frac1c_1w_n$
$mathbbP(R_ngeq 2w_n)geq c_2$
$mathbbP(R_nleq w_n)geq c_3$
The objective is to show that exists another constant $c_4$ such that $$sqrtVar(R_n)geq c_4 w_n$$
according to the authors this result "is directly implied" but I can't see it.
Here's what I attempted
Using Chebyshev's inequality:
$$fracVar(R_n)w_n^2geq mathbbP(|R_n-mathbbE(R_n)|geq w_n) = 1-mathbbP(|R_n-mathbbE(R_n)|< w_n)=$$
$$=1 - mathbbPleft[mathbbE(R_n)-w_n<R_n<mathbbE(R_n)+ w_nright]geq$$
$$geq 1 - mathbbP[E(R_n)-w_n<R_n<E(R_n^+)+w_n]geq 1-mathbbPleft[E(R_n)-w_n<R_n<fracw_nc_1+w_nright]geq$$
$$geq 1-mathbbPleft[mathbbE(R_n)-w_n<R_n< left( frac1c_1+1 right) w_nright]=$$
$$=mathbbPleft[left(R_nleq mathbbE(R_n)-w_nright)bigcup left(R_ngeq left(frac1c_1+1right)w_nright)right]=$$
$$ = mathbbPleft[R_nleq mathbbE(R_n)-w_nright]+mathbbPleft[R_ngeq left(frac1c_1+1right)w_nright]$$
Now the plan was to somehow find the expressions on the properties to show the existence of $c_4$, but HOW?
Is there any steps I'm not seeing or another simple property that shows this, or maybe another well known inequality involving the variance I could use to try to understand this?
Thanks in advance.
real-analysis probability upper-lower-bounds percolation
$endgroup$
add a comment |
$begingroup$
I have a random variable $R_n$ and a constant $w_n$ (which are related to a oriented percolation problem from https://arxiv.org/abs/1610.10018 on section 4.1(ii)) with the following properties:
(Notation: $mathbbE$ is the expected value operator and $mathbbP$ denotes the probability)
Let $R_n^+ = max0,R_n$, $exists$ positive constants $c_1,c_2,c_3$ with $c_1leq 1$ such that
$c_1 w_n leq mathbbE(R_n^+)leq frac1c_1w_n$
$mathbbP(R_ngeq 2w_n)geq c_2$
$mathbbP(R_nleq w_n)geq c_3$
The objective is to show that exists another constant $c_4$ such that $$sqrtVar(R_n)geq c_4 w_n$$
according to the authors this result "is directly implied" but I can't see it.
Here's what I attempted
Using Chebyshev's inequality:
$$fracVar(R_n)w_n^2geq mathbbP(|R_n-mathbbE(R_n)|geq w_n) = 1-mathbbP(|R_n-mathbbE(R_n)|< w_n)=$$
$$=1 - mathbbPleft[mathbbE(R_n)-w_n<R_n<mathbbE(R_n)+ w_nright]geq$$
$$geq 1 - mathbbP[E(R_n)-w_n<R_n<E(R_n^+)+w_n]geq 1-mathbbPleft[E(R_n)-w_n<R_n<fracw_nc_1+w_nright]geq$$
$$geq 1-mathbbPleft[mathbbE(R_n)-w_n<R_n< left( frac1c_1+1 right) w_nright]=$$
$$=mathbbPleft[left(R_nleq mathbbE(R_n)-w_nright)bigcup left(R_ngeq left(frac1c_1+1right)w_nright)right]=$$
$$ = mathbbPleft[R_nleq mathbbE(R_n)-w_nright]+mathbbPleft[R_ngeq left(frac1c_1+1right)w_nright]$$
Now the plan was to somehow find the expressions on the properties to show the existence of $c_4$, but HOW?
Is there any steps I'm not seeing or another simple property that shows this, or maybe another well known inequality involving the variance I could use to try to understand this?
Thanks in advance.
real-analysis probability upper-lower-bounds percolation
$endgroup$
I have a random variable $R_n$ and a constant $w_n$ (which are related to a oriented percolation problem from https://arxiv.org/abs/1610.10018 on section 4.1(ii)) with the following properties:
(Notation: $mathbbE$ is the expected value operator and $mathbbP$ denotes the probability)
Let $R_n^+ = max0,R_n$, $exists$ positive constants $c_1,c_2,c_3$ with $c_1leq 1$ such that
$c_1 w_n leq mathbbE(R_n^+)leq frac1c_1w_n$
$mathbbP(R_ngeq 2w_n)geq c_2$
$mathbbP(R_nleq w_n)geq c_3$
The objective is to show that exists another constant $c_4$ such that $$sqrtVar(R_n)geq c_4 w_n$$
according to the authors this result "is directly implied" but I can't see it.
Here's what I attempted
Using Chebyshev's inequality:
$$fracVar(R_n)w_n^2geq mathbbP(|R_n-mathbbE(R_n)|geq w_n) = 1-mathbbP(|R_n-mathbbE(R_n)|< w_n)=$$
$$=1 - mathbbPleft[mathbbE(R_n)-w_n<R_n<mathbbE(R_n)+ w_nright]geq$$
$$geq 1 - mathbbP[E(R_n)-w_n<R_n<E(R_n^+)+w_n]geq 1-mathbbPleft[E(R_n)-w_n<R_n<fracw_nc_1+w_nright]geq$$
$$geq 1-mathbbPleft[mathbbE(R_n)-w_n<R_n< left( frac1c_1+1 right) w_nright]=$$
$$=mathbbPleft[left(R_nleq mathbbE(R_n)-w_nright)bigcup left(R_ngeq left(frac1c_1+1right)w_nright)right]=$$
$$ = mathbbPleft[R_nleq mathbbE(R_n)-w_nright]+mathbbPleft[R_ngeq left(frac1c_1+1right)w_nright]$$
Now the plan was to somehow find the expressions on the properties to show the existence of $c_4$, but HOW?
Is there any steps I'm not seeing or another simple property that shows this, or maybe another well known inequality involving the variance I could use to try to understand this?
Thanks in advance.
real-analysis probability upper-lower-bounds percolation
real-analysis probability upper-lower-bounds percolation
asked Mar 31 at 19:10
Matheus barros castroMatheus barros castro
387110
387110
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