# Tagged Questions

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### Inequalities for the probability of union and intersection of events

Prove that $\min(1, P(A)+P(B))\ge P(A\cup B)$ $\min(P(A),P(B))\ge P(A\cap B)\ge \max(0,P(A)+P(B)-1)$ Where $A$ and $B$ are events. I don't know how to prove them; Can you give me a hand please?, ...
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### Bounding the norm of the product of random PSD matrices

Consider the following setup, $(X, \hat{X}, Y, \hat{Y})$ are four $n \times n$ real, symmetric, full-rank, positive-definite matrices with entries between zero and one and operator norm $O(n)$. The ...
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Supposing $X$ is a random variable, $X>0$, $E[X^2]<+\infty$, $\lambda \in (0,1)$, I have to prove the following inequality. $$P[X>\lambda E[X]] \geq (1-\lambda)^2 \frac{E[X]^2}{E[X^2]}$$ ...
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### Applying Markov's inequality to a sequence of random variables

Does the Markov inequality also work for infinite $a$ or only for constant $a$? More precisely: If $X(n)$ is a sequence of random variables and $f(n)$ is some sequence of numbers,is it allowed to ...
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### An expectation inequality [closed]

There are ${n}$ tokens in a pack. Some of them (at least one, but not all) are white and the rest are black. All tokens are extracted randomly from the pack, one by one, without putting them back. Let ...
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### Upper bound on the entropy of a sum two random variables

Let $X$ be a random variable such that $|X| \leq A$ almost surely, for some $A > 0$. Let $Z$ be independent of $X$ such that $Z \sim {\cal N}(0, N)$. My question is: How large can the entropy ...
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### Putting a bound on some probability inequality

Assume that we have the following polynomial: $$ax^2 + bx =c$$ and a, b, c are i.i.d uniform random variables in [0, 1]. I'm trying to calculate the probability that the root is real, and that ...
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### Entropy of the product of two random variables

Consider a random matrix $X$ and a random vector $Y$. Let the Shannon entropies $H(X) = H(Y) = n$. Is there a simple upper bound for entropy $H(XY)$? I believe $H(XY) \leq 2n$ as that is a simple ...
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### How to show that $\Phi(1-x)^{-1} =O(\sqrt{\log{x^{-1}}})$

In the middle of some proof, I have faced an expression $\Phi^{-1}(1-x) =O(\sqrt{\log{x^{-1}}})$, where $\Phi(\cdot)^{-1}$ is a quantile function of the standard normal distribution and $x \in (0,1)$. ...
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### Finding conditions for joint probability density larger than the product of marginals

I was wondering if you could help me out. I have a joint probability distribution with density $f(x,y)$ and marginals $g(x)$ and $h(y)$ defined over the real line. Now, I would like to find a class of ...
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### Inequality with moments

Let $m$ a probability measure, $f$ a positive measurable function (one can assume it is bounded, the existence of the moments is not a problem here). Is $m(f^3) \le m(f^2) m(f)$?
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### Motivation behind steps in proof of Hoeffding Inequality

The lemma that is proved for proving Hoeffding's inequality is: If $a\leq X\leq b$ and $E[X]=0$, $E[e^{tX}] \leq e^{\frac{t^2(b-a)^2}{8}}$ Here's a link to the proof: ...
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### Bell's inequality

Let $\xi, \eta, \zeta$ be random variables such that $|\xi|, |\eta|, |\zeta| \le 1$. I need to prove such inequality: $|\mathbb{E}(\zeta \xi)-\mathbb{E}(\zeta \eta)| \le 1 - \mathbb{E}(\xi \eta)$ ...
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### Is it true $({\Bbb E|X|^p})^{\frac{1}{p}} \leq ({\Bbb E|X|^q})^{\frac{1}{q}}$, if $p \leq q$?

I ran into this post which shows $(\sum |x_n|^q)^{1/q} \leq (\sum |x_n|^p)^{1/p}$, $p \leq q$. So I guess it's true $({\Bbb E|X|^p})^{\frac{1}{p}} \leq ({\Bbb E|X|^q})^{\frac{1}{q}}$, if $p \leq q$, ...
### Why $X \geq 0$ and $\Bbb E{X} < + \infty$ implies that $\lim_{y \to 0^{+}}y \Bbb{E}{(\frac{1}{X} | X > y)} = 0?$
Why $X \geq 0$ and $\Bbb E{X} < + \infty$ implies that $\lim_{y \to 0^{+}}y \Bbb{E}{(\frac{1}{X} | X > y)} = 0?$ I'm thinking about replacing $\Bbb{E}{(\frac{1}{X} | X > y)}$ with ...