Abstract
In this paper we prove the S-inequality for certain product probability measures and ideals in Rn. As a result, for the Weibull and Gamma product distributions we derive concentration of measure type estimates as well as optimal comparison of moments.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 398-404 |
| Number of pages | 7 |
| Journal | Mathematische Nachrichten |
| Volume | 287 |
| Issue number | 4 |
| DOIs | |
| State | Published - Mar 2014 |
| Externally published | Yes |
Keywords
- Comparison of moments
- Concentration of measure
- Dilation
- Exponential distribution
- Gamma distribution
- S-inequality
- Weibull distribution