






















Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if $1/2\le p<1$. Let $m\ge m_*(p)$. Let $f$ be such a function that $f$ and $f''$ are nondecreasing and convex. Then it is proved that for all nonnegative numbers $c_1,...,c_n$ one has the inequality $$\E f(c_1\BS_1+...+c_n\BS_n)\le\E f(s^{(m)}\cdot(\BS_1+...+\BS_n)),$$ where $s^{(m)}:=(\frac1n \sum_{i=1}^n c_i^{2m})^\frac1{2m}$. The lower bound $m_*(p)$ on $m$ is exact for each $p\in(0,1)$. Moreover, $\E f(c_1\BS_1+...+c_n\BS_n)$ is Schur-concave in $(c_1^{2m},...,c_n^{2m})$. A number of related results are presented, including ones for the ``symmetric'' case. A number of corollaries are obtained, including upper bounds on generalized moments and tail probabilities of (super)martingales with differences of bounded asymmetry, and also upper bounds on the maximal function of such (super)martingales. It is shown that these results may be important in certain statistical applications.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。