New Probabilistic Inequalities from Monotone Likelihood Ratio Property

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.

27 pages, 3 figures, added more applications

References in corpus (2)

• Coalescence of Low-Viscosity Fluids in Air
• New estimates of the convergence rate in the Lyapunov theorem

Cited by in corpus (3)

• Coalescence of Low-Viscosity Fluids in Air
• A Likelihood Ratio Approach for Probabilistic Inequalities
• Concentration Inequalities from Likelihood Ratio Method