Big-O and small-o in probability notation: if $X_n=O_P(1/n)$ then $X_n=o_P(1)$? [closed]
Clash Royale CLAN TAG#URR8PPP
up vote
1
down vote
favorite
Does $ X_n = O_p(1/n) $ imply $ X_n = o_p(1) $?
probability probability-theory asymptotics
closed as off-topic by Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco Aug 14 at 1:29
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." â Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco
add a comment |Â
up vote
1
down vote
favorite
Does $ X_n = O_p(1/n) $ imply $ X_n = o_p(1) $?
probability probability-theory asymptotics
closed as off-topic by Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco Aug 14 at 1:29
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." â Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco
1
Please provide more context/details to your question. Also, what are your thoughts on this?
â an4s
Aug 13 at 6:33
3
What do $O_p,o_p$ mean? I mean the $ _p$ part.
â copper.hat
Aug 13 at 6:34
1
@copper.hat see here
â pointguard0
Aug 13 at 7:07
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Does $ X_n = O_p(1/n) $ imply $ X_n = o_p(1) $?
probability probability-theory asymptotics
Does $ X_n = O_p(1/n) $ imply $ X_n = o_p(1) $?
probability probability-theory asymptotics
edited Aug 13 at 9:27
pointguard0
1,271821
1,271821
asked Aug 13 at 6:29
Dorro D.
264
264
closed as off-topic by Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco Aug 14 at 1:29
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." â Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco
closed as off-topic by Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco Aug 14 at 1:29
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." â Shailesh, John Ma, Adrian Keister, Xander Henderson, Taroccoesbrocco
1
Please provide more context/details to your question. Also, what are your thoughts on this?
â an4s
Aug 13 at 6:33
3
What do $O_p,o_p$ mean? I mean the $ _p$ part.
â copper.hat
Aug 13 at 6:34
1
@copper.hat see here
â pointguard0
Aug 13 at 7:07
add a comment |Â
1
Please provide more context/details to your question. Also, what are your thoughts on this?
â an4s
Aug 13 at 6:33
3
What do $O_p,o_p$ mean? I mean the $ _p$ part.
â copper.hat
Aug 13 at 6:34
1
@copper.hat see here
â pointguard0
Aug 13 at 7:07
1
1
Please provide more context/details to your question. Also, what are your thoughts on this?
â an4s
Aug 13 at 6:33
Please provide more context/details to your question. Also, what are your thoughts on this?
â an4s
Aug 13 at 6:33
3
3
What do $O_p,o_p$ mean? I mean the $ _p$ part.
â copper.hat
Aug 13 at 6:34
What do $O_p,o_p$ mean? I mean the $ _p$ part.
â copper.hat
Aug 13 at 6:34
1
1
@copper.hat see here
â pointguard0
Aug 13 at 7:07
@copper.hat see here
â pointguard0
Aug 13 at 7:07
add a comment |Â
2 Answers
2
active
oldest
votes
up vote
1
down vote
accepted
Yes, it does.
$X_n = mathcalO_pleft(frac 1 n right)$ means $forall ~ varepsilon > 0, ~ exists delta, N_varepsilon: ~ mathbbP(|n cdot X_n| > delta(varepsilon)) < varepsilon, ~ forall n > N_varepsilon$. Hence, $mathbbP(|X_n| > delta(varepsilon)/n) < varepsilon$.
We need to show that $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$. From $X_n = mathcalO_pleft(frac 1 n right)$ we have $delta$ of the form $delta/n$, so it can be made arbitrary through $n$. So taking $delta_1 = delta(varepsilon)/n$ we arrive at the desired result $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$.
I was't aware about that specific definition in probabilistic notation! That's nice to know.
â gimusi
Aug 13 at 7:32
add a comment |Â
up vote
1
down vote
$X_n = o_p(1)$ means that $X_n rightarrow_p 0$
and
$X_n = O_p(1/n)$ means for all $ delta > 0 $ there is a $ C > 0 $ such that $ mathbbP left(leftvert dfracX_n1/n rightvert leq C right) geq 1- delta $
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
Yes, it does.
$X_n = mathcalO_pleft(frac 1 n right)$ means $forall ~ varepsilon > 0, ~ exists delta, N_varepsilon: ~ mathbbP(|n cdot X_n| > delta(varepsilon)) < varepsilon, ~ forall n > N_varepsilon$. Hence, $mathbbP(|X_n| > delta(varepsilon)/n) < varepsilon$.
We need to show that $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$. From $X_n = mathcalO_pleft(frac 1 n right)$ we have $delta$ of the form $delta/n$, so it can be made arbitrary through $n$. So taking $delta_1 = delta(varepsilon)/n$ we arrive at the desired result $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$.
I was't aware about that specific definition in probabilistic notation! That's nice to know.
â gimusi
Aug 13 at 7:32
add a comment |Â
up vote
1
down vote
accepted
Yes, it does.
$X_n = mathcalO_pleft(frac 1 n right)$ means $forall ~ varepsilon > 0, ~ exists delta, N_varepsilon: ~ mathbbP(|n cdot X_n| > delta(varepsilon)) < varepsilon, ~ forall n > N_varepsilon$. Hence, $mathbbP(|X_n| > delta(varepsilon)/n) < varepsilon$.
We need to show that $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$. From $X_n = mathcalO_pleft(frac 1 n right)$ we have $delta$ of the form $delta/n$, so it can be made arbitrary through $n$. So taking $delta_1 = delta(varepsilon)/n$ we arrive at the desired result $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$.
I was't aware about that specific definition in probabilistic notation! That's nice to know.
â gimusi
Aug 13 at 7:32
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
Yes, it does.
$X_n = mathcalO_pleft(frac 1 n right)$ means $forall ~ varepsilon > 0, ~ exists delta, N_varepsilon: ~ mathbbP(|n cdot X_n| > delta(varepsilon)) < varepsilon, ~ forall n > N_varepsilon$. Hence, $mathbbP(|X_n| > delta(varepsilon)/n) < varepsilon$.
We need to show that $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$. From $X_n = mathcalO_pleft(frac 1 n right)$ we have $delta$ of the form $delta/n$, so it can be made arbitrary through $n$. So taking $delta_1 = delta(varepsilon)/n$ we arrive at the desired result $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$.
Yes, it does.
$X_n = mathcalO_pleft(frac 1 n right)$ means $forall ~ varepsilon > 0, ~ exists delta, N_varepsilon: ~ mathbbP(|n cdot X_n| > delta(varepsilon)) < varepsilon, ~ forall n > N_varepsilon$. Hence, $mathbbP(|X_n| > delta(varepsilon)/n) < varepsilon$.
We need to show that $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$. From $X_n = mathcalO_pleft(frac 1 n right)$ we have $delta$ of the form $delta/n$, so it can be made arbitrary through $n$. So taking $delta_1 = delta(varepsilon)/n$ we arrive at the desired result $forall varepsilon_1, delta_1 ~ ~ exists N_varepsilon, delta: mathbbP(|X_n| > delta_1) < varepsilon_1$ for all $n > N_varepsilon, delta$.
edited Aug 13 at 7:12
answered Aug 13 at 7:05
pointguard0
1,271821
1,271821
I was't aware about that specific definition in probabilistic notation! That's nice to know.
â gimusi
Aug 13 at 7:32
add a comment |Â
I was't aware about that specific definition in probabilistic notation! That's nice to know.
â gimusi
Aug 13 at 7:32
I was't aware about that specific definition in probabilistic notation! That's nice to know.
â gimusi
Aug 13 at 7:32
I was't aware about that specific definition in probabilistic notation! That's nice to know.
â gimusi
Aug 13 at 7:32
add a comment |Â
up vote
1
down vote
$X_n = o_p(1)$ means that $X_n rightarrow_p 0$
and
$X_n = O_p(1/n)$ means for all $ delta > 0 $ there is a $ C > 0 $ such that $ mathbbP left(leftvert dfracX_n1/n rightvert leq C right) geq 1- delta $
add a comment |Â
up vote
1
down vote
$X_n = o_p(1)$ means that $X_n rightarrow_p 0$
and
$X_n = O_p(1/n)$ means for all $ delta > 0 $ there is a $ C > 0 $ such that $ mathbbP left(leftvert dfracX_n1/n rightvert leq C right) geq 1- delta $
add a comment |Â
up vote
1
down vote
up vote
1
down vote
$X_n = o_p(1)$ means that $X_n rightarrow_p 0$
and
$X_n = O_p(1/n)$ means for all $ delta > 0 $ there is a $ C > 0 $ such that $ mathbbP left(leftvert dfracX_n1/n rightvert leq C right) geq 1- delta $
$X_n = o_p(1)$ means that $X_n rightarrow_p 0$
and
$X_n = O_p(1/n)$ means for all $ delta > 0 $ there is a $ C > 0 $ such that $ mathbbP left(leftvert dfracX_n1/n rightvert leq C right) geq 1- delta $
edited Aug 13 at 7:28
pointguard0
1,271821
1,271821
answered Aug 13 at 7:01
Dorro D.
264
264
add a comment |Â
add a comment |Â
1
Please provide more context/details to your question. Also, what are your thoughts on this?
â an4s
Aug 13 at 6:33
3
What do $O_p,o_p$ mean? I mean the $ _p$ part.
â copper.hat
Aug 13 at 6:34
1
@copper.hat see here
â pointguard0
Aug 13 at 7:07