Abstract
Let X, YX, Y be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space [InlineEquation not available: see fulltext.]. Given two measurable subsets [InlineEquation not available: see fulltext.], we establish distribution-free comparison inequalities between (Formula presented.) and (Formula presented.). These estimates are optimal for real random variables as well as when [InlineEquation not available: see fulltext.] is equipped with the (Formula presented.) norm. Our approach for both problems extends techniques developed by Schultze and Weizsächer (Adv Math 208:672–679, 2007).
| Original language | English |
|---|---|
| Pages (from-to) | 958-967 |
| Number of pages | 10 |
| Journal | Journal of Theoretical Probability |
| Volume | 28 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Sep 2015 |
| Externally published | Yes |
Keywords
- Covering number
- Distribution-free
- Kissing number
- Symmetrization inequalities
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