arXiv:1103.3683 Abstract | arXiv Analytics

arXiv:1103.3683 [math.PR]Abstract References Reviews Resources

Exact bounds on the truncated-tilted mean, with applications

Published 2011-03-18, updated 2012-05-23Version 2

Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another application, optimal upper bounds on the Bayes posterior mean are provided. Certain monotonicity properties of the tilted mean are also presented.

Comments: Proposition 2.6(II) is slightly generalized

Categories: math.PR, math.ST, stat.TH

Subjects: 60E15, 60E10, 60F10, 60F05

Keywords: exact bounds, truncated-tilted mean, application, general nonlinear statistics, exact upper bounds

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