Exact Bounds on the Truncated-Tilted Mean, with Applications

DOI10.1137/S0040585X97T989167zbMath1442.62038arXiv1103.3683OpenAlexW2964296067MaRDI QIDQ4618066

Iosif Pinelis

Publication date: 7 February 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.3683

zbMATH Keywords

monotonicitytruncationlarge deviationCramér transformWinsorizationexact boundBayes posterior meannonuniform Berry-Esseen-type bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Exact distribution theory in statistics (62E15)

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