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Mathematics  2008 

A note on optimal probability lower bounds for centered random variables

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Abstract:

In this note we obtain lower bounds for $\P(\xi\geq 0)$ and $\P(\xi>0)$ under assumptions on the moments of a centered random variable $\xi$. The obtained estimates are shown to be optimal and improve results from the literature. The results are applied to obtain probability lower bounds for second order Rademacher chaos.

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