Some inequalities of linear combinations of independent random variables: II

SOME PROBABILISTIC INEQUALITIES FOR FUZZY RANDOM VARIABLES

In this paper, the concepts of positive dependence and linearlypositive quadrant dependence are introduced for fuzzy random variables. Also,an inequality is obtained for partial sums of linearly positive quadrant depen-dent fuzzy random variables. Moreover, a weak law of large numbers is estab-lished for linearly positive quadrant dependent fuzzy random variables. Weextend some well known inequ...

Some Unified Results on Comparing Linear Combinations of Independent Gamma Random Variables

extensions of some polynomial inequalities to the polar derivative

توسیع تعدادی از نامساوی های چند جمله ای در مشتق قطبی

Some Probability Inequalities for Quadratic Forms of Negatively Dependent Subgaussian Random Variables

In this paper, we obtain the upper exponential bounds for the tail probabilities of the quadratic forms for negatively dependent subgaussian random variables. In particular the law of iterated logarithm for quadratic forms of independent subgaussian random variables is generalized to the case of negatively dependent subgaussian random variables.

Exact and Near-Exact Distribution of Positive Linear Combinations of Independent Gumbel Random Variables

We show that the exact distribution of a positive linear combination of independent Gumbel random variables can be written as the sum of a linear combination of independent log Gamma distributions, and an independent shifted Generalized Integer Gamma distribution. Given the complexity of this exact distribution, we develop a near-exact distribution using a shifted Generalized Near-Integer Gamma...