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314812

Variance Upper Bounds and a Probability Inequality for Discrete α-Unimodality

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Last updated: 05 Jan 2025

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Abstract

Variance upper bounds for discrete α-unimodal distributions defined on finite support are established. These bounds depend on the support and the unimodality index α. It is noted that the upper bounds increase as the unimodality index α increases. More information about the underlying distributions yields tighter upper bounds for the variance. A parameter-free Bernstein-type upper bound is derived for the probability that the sum S of n independent and identically distributed discrete α-unimodal random variables exceeds its mean E(S) by the positive value nt. The bound for P {S -nµ ≥ nt} depends on the range of the summands, the sample size n, the unimodality index α and the positive number t.

DOI

10.21608/esju.1995.314812

Keywords

Discrete α-Unimodal Distribution, Finite Support, Probability Inequality, Unimodality Index, Variance Upper Bounds

Authors

First Name

A.

Last Name

Mashhour

MiddleName

F.

Affiliation

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Orcid

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Volume

39

Article Issue

2

Related Issue

43172

Issue Date

1995-12-01

Receive Date

2023-08-27

Publish Date

1995-12-01

Page Start

217

Page End

227

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314812.html

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https://esju.journals.ekb.eg/service?article_code=314812

Order

7

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Variance Upper Bounds and a Probability Inequality for Discrete α-Unimodality

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Article

Created At

28 Dec 2024