scholarly journals Bounds for tail probabilities of martingales using skewness and kurtosis

2008 ◽  
Vol 48 (1) ◽  
pp. 30-37 ◽  
Author(s):  
V. Bentkus ◽  
T. Juškevičius
2009 ◽  
Vol 50 ◽  
Author(s):  
Dainius Dzindzalieta

We consider random walks, say Wn = {0, M1, . . ., Mn} of length n starting at 0 and based on a martingale sequence Mk = X1 + ··· + Xk with differences Xm. Assuming |Xk| \leq 1 we solve the isoperimetric problem Bn(x) = supP\{Wn visits an interval [x,∞)\},  (1) where sup is taken over all possible Wn. We describe random walks which maximize the probability in (1). We also extend the results to super-martingales.For martingales our results can be interpreted as a maximalinequalitiesP\{max 1\leq k\leq n Mk   \geq x\} \leq Bn(x).The maximal inequality is optimal since the equality is achieved by martingales related to the maximizing random walks. To prove the result we introduce a general principle – maximal inequalities for (natural classes of) martingales are equivalent to (seemingly weaker) inequalities for tail probabilities, in our caseBn(x) = supP{Mn  \geq  x}.Our methods are similar in spirit to a method used in [1], where a solution of an isoperimetric problem (1), for integer x is provided and to the method used in [4], where the isoperimetric problem of type (1) for conditionally symmetric bounded martingales was solved for all x ∈ R.


Author(s):  
Hussein Ali Sahib ◽  
Bassim Irhiem Mohammed ◽  
Ban A. Abdul Majid

Despite the unmistakable beneficial effect of clopidogrel on platelet aggregation,still there are some patient poorly responds to clopidogrel that may lead to worse cardiovascular clinical events.One hundred and twenty seven patients with cardiovascular disease (ACS,stroke,or TIA) were enrolled as a study group. Patients were recruited at coronary care unit (CCU) of Al-Yarmouk Teaching Hospital. Paletlet assessment was done by using light transmission aggregometry. between the patients that enrolled in this study there are significant inter-individual variability both skewness and Kurtosis were negative (-0.450,-0.130) respectively. 24% of patient enrolled in this study were hyporesponder.


Cancers ◽  
2021 ◽  
Vol 13 (10) ◽  
pp. 2421
Author(s):  
Roberta Fusco ◽  
Vincenza Granata ◽  
Mauro Mattace Raso ◽  
Paolo Vallone ◽  
Alessandro Pasquale De Rosa ◽  
...  

Purpose. To combine blood oxygenation level dependent magnetic resonance imaging (BOLD-MRI), dynamic contrast enhanced MRI (DCE-MRI), and diffusion weighted MRI (DW-MRI) in differentiation of benign and malignant breast lesions. Methods. Thirty-seven breast lesions (11 benign and 21 malignant lesions) pathologically proven were included in this retrospective preliminary study. Pharmaco-kinetic parameters including Ktrans, kep, ve, and vp were extracted by DCE-MRI; BOLD parameters were estimated by basal signal S0 and the relaxation rate R2*; and diffusion and perfusion parameters were derived by DW-MRI (pseudo-diffusion coefficient (Dp), perfusion fraction (fp), and tissue diffusivity (Dt)). The correlation coefficient, Wilcoxon-Mann-Whitney U-test, and receiver operating characteristic (ROC) analysis were calculated and area under the ROC curve (AUC) was obtained. Moreover, pattern recognition approaches (linear discrimination analysis and decision tree) with balancing technique and leave one out cross validation approach were considered. Results. R2* and D had a significant negative correlation (−0.57). The mean value, standard deviation, Skewness and Kurtosis values of R2* did not show a statistical significance between benign and malignant lesions (p > 0.05) confirmed by the ‘poor’ diagnostic value of ROC analysis. For DW-MRI derived parameters, the univariate analysis, standard deviation of D, Skewness and Kurtosis values of D* had a significant result to discriminate benign and malignant lesions and the best result at the univariate analysis in the discrimination of benign and malignant lesions was obtained by the Skewness of D* with an AUC of 82.9% (p-value = 0.02). Significant results for the mean value of Ktrans, mean value, standard deviation value and Skewness of kep, mean value, Skewness and Kurtosis of ve were obtained and the best AUC among DCE-MRI extracted parameters was reached by the mean value of kep and was equal to 80.0%. The best diagnostic performance in the discrimination of benign and malignant lesions was obtained at the multivariate analysis considering the DCE-MRI parameters alone with an AUC = 0.91 when the balancing technique was considered. Conclusions. Our results suggest that the combined use of DCE-MRI, DW-MRI and/or BOLD-MRI does not provide a dramatic improvement compared to the use of DCE-MRI features alone, in the classification of breast lesions. However, an interesting result was the negative correlation between R2* and D.


Sign in / Sign up

Export Citation Format

Share Document