a bound on $|z|_p$ with high probability for generalized Gaussian vector
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Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
begin{align}
f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
end{align}
where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?
probability statistics inequality
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up vote
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Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
begin{align}
f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
end{align}
where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?
probability statistics inequality
New contributor
add a comment |
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
begin{align}
f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
end{align}
where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?
probability statistics inequality
New contributor
Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
begin{align}
f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
end{align}
where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?
probability statistics inequality
probability statistics inequality
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J W Huang
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