Inequalities for independent random vectors under sublinear expectations
Xiaojuan Li, Mingshang Hu
TL;DR
This paper presents new inequalities for the sample mean of independent random vectors within the framework of sublinear expectations, utilizing a representation theorem for simplified proofs.
Contribution
It introduces novel inequalities for independent random vectors under sublinear expectations, providing a clearer and more straightforward proof approach.
Findings
Derived two inequalities for sample means under sublinear expectations
Utilized the representation theorem for sublinear expectations
Simplified the proof process for inequalities
Abstract
In this paper, by using the representation theorem for sublinear expectations, we give a simple proof to obtain two inequalities about the sample mean for independent random vectors under sublinear expectations.
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Taxonomy
TopicsProbability and Risk Models · Statistical Methods and Inference · Point processes and geometric inequalities