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 $(X, Y) sim Normal$

I'm thinking of a number

Strange behaviour of Check

How do you clear the ApexPages.getMessages() collection in a test?

Single author papers against my advisor's will?

How to politely respond to generic emails requesting a PhD/job in my lab? Without wasting too much time

Why don't the Weasley twins use magic outside of school if the Trace can only find the location of spells cast?

Why does this iterative way of solving of equation work?

Writing Thesis: Copying from published papers

Using "nakedly" instead of "with nothing on"

3 doors, three guards, one stone

Losing the Initialization Vector in Cipher Block Chaining

Is there a service that would inform me whenever a new direct route is scheduled from a given airport?

Why use gamma over alpha radiation?

Was credit for the black hole image misattributed?

How can players take actions together that are impossible otherwise?

Can smartphones with the same camera sensor have different image quality?

Is there a documented rationale why the House Ways and Means chairman can demand tax info?

Can a monk deflect thrown melee weapons?

Complexity of many constant time steps with occasional logarithmic steps

Antler Helmet: Can it work?

What to do with post with dry rot?

Should you tell Jews they are breaking a commandment?

Fishing simulator

Replacing HDD with SSD; what about non-APFS/APFS?



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 $(X, Y) sim Normal$










0












$begingroup$


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.










share|cite|improve this question









$endgroup$
















    0












    $begingroup$


    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.










    share|cite|improve this question









    $endgroup$














      0












      0








      0





      $begingroup$


      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.










      share|cite|improve this question









      $endgroup$




      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






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Mar 31 at 19:10









      Matheus barros castroMatheus barros castro

      387110




      387110




















          0






          active

          oldest

          votes












          Your Answer








          StackExchange.ready(function()
          var channelOptions =
          tags: "".split(" "),
          id: "69"
          ;
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function()
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled)
          StackExchange.using("snippets", function()
          createEditor();
          );

          else
          createEditor();

          );

          function createEditor()
          StackExchange.prepareEditor(
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: true,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          imageUploader:
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          ,
          noCode: true, onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          );



          );













          draft saved

          draft discarded


















          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3169783%2ffinding-lower-bound-for-standard-deviation%23new-answer', 'question_page');

          );

          Post as a guest















          Required, but never shown

























          0






          active

          oldest

          votes








          0






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes















          draft saved

          draft discarded
















































          Thanks for contributing an answer to Mathematics Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid


          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.

          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3169783%2ffinding-lower-bound-for-standard-deviation%23new-answer', 'question_page');

          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          Triangular numbers and gcdProving sum of a set is $0 pmod n$ if $n$ is odd, or $fracn2 pmod n$ if $n$ is even?Is greatest common divisor of two numbers really their smallest linear combination?GCD, LCM RelationshipProve a set of nonnegative integers with greatest common divisor 1 and closed under addition has all but finite many nonnegative integers.all pairs of a and b in an equation containing gcdTriangular Numbers Modulo $k$ - Hit All Values?Understanding the Existence and Uniqueness of the GCDGCD and LCM with logical symbolsThe greatest common divisor of two positive integers less than 100 is equal to 3. Their least common multiple is twelve times one of the integers.Suppose that for all integers $x$, $x|a$ and $x|b$ if and only if $x|c$. Then $c = gcd(a,b)$Which is the gcd of 2 numbers which are multiplied and the result is 600000?

          Ingelân Ynhâld Etymology | Geografy | Skiednis | Polityk en bestjoer | Ekonomy | Demografy | Kultuer | Klimaat | Sjoch ek | Keppelings om utens | Boarnen, noaten en referinsjes Navigaasjemenuwww.gov.ukOffisjele webside fan it regear fan it Feriene KeninkrykOffisjele webside fan it Britske FerkearsburoNederlânsktalige ynformaasje fan it Britske FerkearsburoOffisjele webside fan English Heritage, de organisaasje dy't him ynset foar it behâld fan it Ingelske kultuergoedYnwennertallen fan alle Britske stêden út 'e folkstelling fan 2011Notes en References, op dizze sideEngland

          Հադիս Բովանդակություն Անվանում և նշանակություն | Դասակարգում | Աղբյուրներ | Նավարկման ցանկ