stochastic domination of binomial distributions The Next CEO of Stack OverflowCovariance of Gaussian stochastic processDifferent versions of functional central limit theorem (aka Donsker theorem)?Prove that a process has independent incrementsShowing That a Certain Sequence of Random Variables is i.i.d.Poisson Approximation Problem involving putting balls into boxesCentral Limit Theorem for a Lévy Process (mild assumptions)Stochastic dominationStochastic Domination between Binomial Random VariablesBinomial Distribution: Stochastic DominanceCalculating necessary assumptions on simple Poisson process
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stochastic domination of binomial distributions
The Next CEO of Stack OverflowCovariance of Gaussian stochastic processDifferent versions of functional central limit theorem (aka Donsker theorem)?Prove that a process has independent incrementsShowing That a Certain Sequence of Random Variables is i.i.d.Poisson Approximation Problem involving putting balls into boxesCentral Limit Theorem for a Lévy Process (mild assumptions)Stochastic dominationStochastic Domination between Binomial Random VariablesBinomial Distribution: Stochastic DominanceCalculating necessary assumptions on simple Poisson process
$begingroup$
Consider the process of adding $k$ balls into a box:
- each ball $b_i$ will be added with its own probability $P(b_i in B)$
- for the first $k' = lfloor rho k rfloor $ balls we know that $P(b_i in B) geq gamma$
now clearly the random variable $|B|$ of balls inside the box dominates a $Bin(k',gamma)$ distributed random variable $X$
i.e. $P(|B|geq x) geq P(X geq x)$
now I want to show, that there exist $delta > 0$ and $p<1$ only depending on $rho$ and $gamma$ such that
$P(|B| leq delta k ) leq p^k$
Any Advice would be greatly appreciated
probability-theory binomial-distribution
$endgroup$
add a comment |
$begingroup$
Consider the process of adding $k$ balls into a box:
- each ball $b_i$ will be added with its own probability $P(b_i in B)$
- for the first $k' = lfloor rho k rfloor $ balls we know that $P(b_i in B) geq gamma$
now clearly the random variable $|B|$ of balls inside the box dominates a $Bin(k',gamma)$ distributed random variable $X$
i.e. $P(|B|geq x) geq P(X geq x)$
now I want to show, that there exist $delta > 0$ and $p<1$ only depending on $rho$ and $gamma$ such that
$P(|B| leq delta k ) leq p^k$
Any Advice would be greatly appreciated
probability-theory binomial-distribution
$endgroup$
add a comment |
$begingroup$
Consider the process of adding $k$ balls into a box:
- each ball $b_i$ will be added with its own probability $P(b_i in B)$
- for the first $k' = lfloor rho k rfloor $ balls we know that $P(b_i in B) geq gamma$
now clearly the random variable $|B|$ of balls inside the box dominates a $Bin(k',gamma)$ distributed random variable $X$
i.e. $P(|B|geq x) geq P(X geq x)$
now I want to show, that there exist $delta > 0$ and $p<1$ only depending on $rho$ and $gamma$ such that
$P(|B| leq delta k ) leq p^k$
Any Advice would be greatly appreciated
probability-theory binomial-distribution
$endgroup$
Consider the process of adding $k$ balls into a box:
- each ball $b_i$ will be added with its own probability $P(b_i in B)$
- for the first $k' = lfloor rho k rfloor $ balls we know that $P(b_i in B) geq gamma$
now clearly the random variable $|B|$ of balls inside the box dominates a $Bin(k',gamma)$ distributed random variable $X$
i.e. $P(|B|geq x) geq P(X geq x)$
now I want to show, that there exist $delta > 0$ and $p<1$ only depending on $rho$ and $gamma$ such that
$P(|B| leq delta k ) leq p^k$
Any Advice would be greatly appreciated
probability-theory binomial-distribution
probability-theory binomial-distribution
asked Mar 20 at 11:22
user373499user373499
205
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add a comment |
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