Questions tagged [binomial-distribution]
The binomial-distribution tag has no summary.
89 questions
1
vote
1
answer
220
views
Distance between a binomial and a shifted binomial
Let $X \sim \text{Bin}(n, p)$, and let $w\geq 0$ be some number such that $w \lll n$. For concreteness, say $p = 1/3$ and $w = \log^2 n$, for example. How can I bound the total variation distance ...
5
votes
1
answer
391
views
Binomial probability distribution inequality
I have a binomial probability question. I have run simulations up to $1,000,000$ and it seems to hold true, but the inequality seems quite delicate.
Let $k,l$ be positive integers s.t. $k>l$ and ...
3
votes
1
answer
241
views
Stochastic Dominance for Beta Distributed random variables
Is it possible to prove that a $Beta(\alpha,\beta)$ distributed random variable is always stochastically dominated by a $Beta(\alpha',\beta')$ if $\alpha'>\alpha$ and $\beta'<\beta$? I've read ...
0
votes
1
answer
133
views
An inequality about binomial distribution (generalization)
Statement
Assume that $\sigma\in (1,+\infty)$, $N\in[3,+\infty)\cap \mathbb{Z}$, $p,t\in (0,1)$, $n_1\in\{0,1,2,\cdots,N-1\}$. Prove or disprove that
$$[B(n_1)]^\frac{1}{\sigma} - [B(n_1+1)]^\frac{1}{\...
2
votes
0
answers
101
views
Inequalities concerning cummulative distributions of binomials
For random variable $Z$, let $F_Z$ denote its cdf, i.e., $F_Z(t)=\mathbb{P}(Z\leq t)$. Let $X$ be a binomial distribution with parameters $(n,p)$ and $Y$ a binomial distribution with parameters $(m,p)$...
0
votes
0
answers
240
views
How to express the expectation and variance of a truncated binomial distribution without summation?
Given a binomial distribution with parameters $ n $ and $ p $, where $ n $ is an odd integer greater than or equal to 3, I am interested in the truncated binomial distribution where we truncate at $ k ...
3
votes
1
answer
260
views
Probability of sum of i.i.d. random variables being positive
Let $g,l \in (0,1)$ and $p\in [0,1]$. Let $X(k,1-p)$ be a random variable with binomial distribution with parameters $k$ and $1-p$. Let $Y(k,p)$ be a random variable with binomial distribution with ...
1
vote
1
answer
220
views
An inequality about binomial distribution
Statement
Assume that $\sigma,R\in (1,+\infty)$, $N\in\mathbb{N}^*$, $p\in (0,1)$, $n_1\in\{0,1,2,\cdots,N-1\}$. Prove or disprove that
$$B^\frac{1}{\sigma}(n_1)-B^\frac{1}{\sigma}(n_1+1)<1 .$$
...
3
votes
1
answer
130
views
Multiplicative approximation for a negative moment of the binomial distribution
Let $X$ be a binomial random variable with parameters $n,p$.
Define the function
$f(n, p, t) = E\frac{1}{1 + t X},
$
where $t > 0$.
Question: Can we find an elementary function $F(n, p, t)$ such ...
2
votes
1
answer
103
views
Random pseudo-walk with 'disappearing' values
This question is a twist on a question I asked here Random pseudo-walk of Poisson variables, but with randomly 'disappearing' objects. I do not know how to generalize the (satisfactory) answer given ...
2
votes
1
answer
224
views
Proving convexity of the expected logarithm of binomial distribution
I would like to prove that the following function, for an arbitrary integer $n$:
\begin{equation}
\begin{split}
f(x) & =x\cdot E \ \log(1+\text{Binomial(n,x)}) \\
& = x \cdot \sum_{k=0}^{n} \...
2
votes
1
answer
299
views
Convexity of a function
Let: $F_{j+1,y}(s)$ be the cumulative distribution function of a binomial distribution with mean $y$, $j+1$ independent trials considered for $s$ successes. Is it possible to show in any way that:
$\...
3
votes
1
answer
534
views
Simple anticoncentration bound for binomially distributed variable
The following question, which arose during my research, seems deceivingly simple to me, but I could not find any elegant and formal argument.
For a binomially distributed variable $X \sim \text{Bin} \...
0
votes
1
answer
109
views
Expectation of beta function with binomial distribution
Is there any way to express $E[\log(B(a+S_n,b+n-S_n))]$ where $B$ stands for beta function and $S_n \sim B(n,p)$ has a binomial distribution, in a nice way (without using multiple sums by direct ...
0
votes
1
answer
213
views
Approximation of a random sum of random variables (infinitely divisible distribution) by a triangular array
We know that a Poisson distribution can be approximated by a binomial distribution. More exactly, let $(X_{jn})_{1\leq j \leq n}$ be a i.i.d. triangular array such that
$$P[X_{jn}= 1 ] = p_n = 1- P[X_{...
5
votes
3
answers
771
views
The relative error of approximating a binomial
Are there any good approximations for a binomial CDF that work well in terms of the relative error, as opposed to absolute? For the usual normal approximation, the absolute error is very well-studied ...
4
votes
0
answers
155
views
Log of a truncated binomial
Let $X$ follow a binomial distribution with $n$ trials and success probability $p$, and let $0\leq k\leq n$. Are there any natural approximations or bounds for the ratio $$\frac{\boldsymbol{E}\log\...
1
vote
1
answer
1k
views
Does the (normalized) product of two independent binomial variables converge in distribution to a normal variable?
(I asked this question on MSE 10 days ago, but I got no answer.)
Let $X$ and $Y$ be two independent identically distributed binomial random variables with parameters $n \in \mathbb{N}$ and $p \in (0,1)...
6
votes
3
answers
922
views
Series involving power of the index
How to prove the following identity
$$ \sum_{n=1}^{\infty} \frac{n^{n-1} e^{-n}}{n!} = 1$$
analytically (which can be confirmed with $Mathematica$)? The standard trick for geometrical series does not ...
2
votes
1
answer
180
views
Bound on the MGF of the product of two independent binomial, one being centered
Consider the following: $r_1,...,r_t$ are iid symmetric signs taking value $\pm1$, independent of $B\sim Binomial(p, q)$ with integer $p$ and $q=p^{-1.01}$.
Question: Consider $t$ as a non-decreasing ...
1
vote
1
answer
143
views
Distribution of weight of special type of random-matrix vector product?
Let $G$ be a matrix of dimension $k \times n$ sampled uniformly randomly from $F_2^{k \times n}$. It is a well known fact that $y = xG$ is uniformly distributed in $F_2^n - \{0\}$ for all $x \in F_2^k$...
5
votes
1
answer
233
views
The largest $\ell_p$-norm of a sum of rows of a Sylvester-Hadamard-Walsh matrix
Given any $n\in\mathbb N$, consider the the Sylvester-Hadamard-Walsh matrix $M=(a_{i,j})_{i,j\in 2^n}$ of size $2^n\times 2^n$ and for a number $p\in[1,\infty)$, let
$$\nu_{n,p}=\max_{F\subseteq 2^n}\...
3
votes
0
answers
123
views
Probability of winning a $k$-rounds coin toss game
Let $p,q \in [0,1]$ with $p>q$. I denote by $B_k(p), B_k(q)$ two independent random variables following the binomial distribution, with parameters $(k,p)$ and $(k,q)$ respectively.
Informal ...
3
votes
0
answers
127
views
References on precise Large Deviations Principle/Laplace method for binomial sum
I am looking for an estimate of the following sum/expectation:
\begin{align*}%$
J_n & = \mathbb{E}\left( e^{n f(X_n) + \log(n) g(X_n) + h(X_n)} \right) \\
& = \frac{1}{2^n} \sum_{k = 0}^n {...
1
vote
1
answer
112
views
Distribution of a random variable obtained by chaining distribution
Let us define $M_0=2^n$ for $n\in\mathbb{N}$. Let $\ell\in\mathbb{N}$ be the number of random variables we are working with. For $1\leqslant i\leqslant\ell$, we define $M_i$ to be a random variable ...
1
vote
1
answer
484
views
Obtaining the error term of binomial distribution's entropy from the differential entropy of a Gaussian distribution
It is known that the first order error term in the Shannon entropy formula for a binomial distribution is $1/n$ (for example, see the Wikipedia page Binomial distribution), where in the limit $n \to \...
1
vote
1
answer
99
views
Distribution of a two-part sampling process
I have a known distribution $f(x)$ (in fact, I can safely assume that $f(x)$ is the Maxwell-Boltzmann distribution, i.e. $f(x)\propto x^2 \exp(-x^2)$). I take $N$ samples from the distribution, but am ...
0
votes
2
answers
560
views
Expected value of Taylor series with central moments of binomial variate
I want to understand this entry, but do not understand how the $\mathcal{O}\left(\frac{1}{n^2}\right)$ in the accepted answer comes into play.
I reproduce the question here: We have $x \sim \mathrm{...
4
votes
0
answers
437
views
Simmons' inequality on binomial random variables
Fix two positive integers $n,m$ such that $n>2m$ and $n\ge 3$, and let $X\sim \text{Bin}(n,\frac{m}{n})$ be a binomial random variable. For each $i\in \{1,\ldots,m\}$, set
$\alpha_i = \mathbb{P}(X\...
0
votes
1
answer
195
views
Prove zero slope point is global maximum for constrained function with binomials. Without restriction, objective function is non-concave
How to prove the zero slope point is a global maximum in this non-concave program for a function with binomials?
I need to find the (global) maximum of the following constrained problem:
$$\max_{CAP} \...
4
votes
1
answer
196
views
How to prove that these partial binomial sums are zero?
I am trying to prove that the following equation is equal to zero.
$$
0=
\sum_{j=J+1}^N \Big(j (1-q)+ (j-J) (q N-j) \Big) \cdot q^{j} (1-q)^{N -j} \binom{N}{j} \label{zero1}$$
Where
$J,N \in \...
1
vote
1
answer
304
views
CDF's of Two Binomial Distributions with the Same Mean and Different Probabilities
Suppose we have two binomial random variables $X_i \sim B(\frac{a}{p_i},p_i)$ and $X_j \sim B(\frac{a}{p_j},p_j)$, where $a$ is a positive integer, and both $\frac{a}{p_i}$ and $\frac{a}{p_j}$ are ...
1
vote
2
answers
216
views
Coupling a binomial - parity conditioning
If I have a binomial $X \sim B(n,p)$, and another binomial $X' \sim B(n,p)$ conditioned on $X'$ being of even parity. Is it true that there always exists a coupling for $(X,X')$ with $|X-X'| \le 1$? (...
2
votes
1
answer
1k
views
Finding the expectation $\mathrm{E} (1/ X)$ for a negative binomial random variable $X$
Suppose a random variable $X$ is distributed as $\operatorname{NB}(\mu, \theta)$, and its mass is as follows
$$ \mathrm{P}(X = y) = \binom{y + \theta - 1}{y} \left(\frac{\mu}{\mu + \theta}\right)^{y}\...
0
votes
1
answer
392
views
better lower (and upper) bound for $i$'s moment of function of binomial random variable with $i = \frac{1}{j}, j \in \mathbb{N}$
I want to derive a lower bound for $E\left[\left(\frac{X}{k-X}\right)^{i}\right] $ with $X \sim Bin_{(k-1),p}$ and $ k \in \mathbb{N} $. So far I could prove that
\begin{equation}
E\left[\frac{X}{k-X}\...
2
votes
1
answer
273
views
sign of odd central moments of binomial distribution
I am interested in the sign of odd, central moments of a binomial distribution. From DOI. 10.1137/070700024 I have the formulae:
$ E\left[\left(X-\mu\right)^d\right]= \sum_{i=0}^n\binom{n}{i}\left(-p\...
7
votes
0
answers
386
views
Estimating the alternating sum $\sum_{j \ge 1} (-1)^j e^{-j^2} j^k$
I have been trying to get a lower bound on the following alternating sum but without much success:
$$
\sum_{j=1}^T (-1)^j e^{-j^2} j^k .
$$
For small values of $k$, this is easy because the first term ...
0
votes
0
answers
156
views
Upper bounding the sum with hypergeometric and binomial probabilities
Could you please help me upper bound this tricky expression:
$$P(A)=\sum_{i=0}^n{\left( 1 - \dfrac{\binom kq \binom {n-k}{i-q}}{\binom {n}{i}} \right)}^I \binom ni p^i {(1-p)}^{n-i}$$.
So far I only ...
-1
votes
1
answer
363
views
Lowerbounding expectation value of binomial tail
I'm trying to find a lower bound for the following expression for $q\ge p$:
$$f(q,p,n) := \sum_{v=0}^n \sum_{k=v}^n \binom{n}{v} \binom{n}{k}q^v(1-q)^{n-v}p^k(1-p)^{n-k}.$$
It can be thought of as the ...
11
votes
2
answers
1k
views
Bounding the probability that two binomials are equal
Note: This question was migrated from this earlier post, where it initially appeared. Following suggestions, I moved this into its own question.
Let $B_{n,p}$ denote the usual binomial random ...
3
votes
1
answer
300
views
Inequality for difference of consecutive atom probabilities for binomial distribution
Edit: This post was originally two questions, the first of which has been answered, but a reference would still be appreciated if existent. The second question has been removed and migrated to its ...
3
votes
2
answers
179
views
What is limiting behavior for the median of $2^X+2^Y$, where $X$ and $Y$ are iid binomial variables?
Suppose $X_n$ and $Y_n$ are iid variables, each distributed binomially as $B(n,1/2)$.
Let $M_n$ be the median of $2^{X_n}+2^{Y_n}$. Empirically
$$\sqrt{2}\, \le \left(\frac{M_n}{2}\right)^{1/n}\!\! \...
-2
votes
1
answer
115
views
Ensemble averaging in a random graph (or network) in the large $N$ limit [closed]
I have a random graph/network described by the adjacency matrix $(a_{ij})_{N\times N}$ where $a_{ij}=1$ with probability $p$. Each node in the graph is associated with a continuous quantity $\eta_i=\...
-2
votes
1
answer
149
views
In which cases $E(e^{t S_n S_m})$ converges to $E(e^{t X Y})$
Suppose that $S_n$ and $S_m$ are two random binomial variables, which are independent and with the same distribution parameter $p$. I am wondering, in which cases $E(e^{t S_n S_m})$ converges to $E(e^...
5
votes
1
answer
471
views
Lower-bound for $\Pr[X \geq m]$ subject to $E[X]>m$ where $X$ is a binomial random variable
Given an integer number $m>0$ and a real number $\alpha\in [1, 2]$, I am interested in finding a lower-bound for $\Pr[X\geq m]$ subject to $X \sim \text{Binomial}(n, m\alpha/n)$.
For large values ...
1
vote
2
answers
226
views
A conjecture on 'truncated joint moments' of binomial coefficients under binomial distribution
This is similar in spirit to Sum of squares of middle binomial sums or 'Truncated mean' of binomial coefficients under binomial distribution but gives some total estimates. Though the other ...
2
votes
1
answer
297
views
Sum of squares of middle binomial sums or 'Truncated mean' of binomial coefficients under binomial distribution
$\mu=1+\epsilon$ where $\epsilon>0$ holds.
1.Is there a good bound for $$T=\frac{\sum_{i=-\sqrt{\mu n\ln n}}^{\sqrt{\mu n\ln n}}\binom{n}{\frac n2 +i}^2}{2^n}?$$
This quantity can be interpreted ...
1
vote
0
answers
241
views
Properties of a function based on binomial distribution
$f_{n,p}(k)$ is the probability mass function of a binomial distribution with parameters $n$ and $p$ i.e, for $k \in \{0,1,2, \cdots,n\}$, $f_{n,p}(k) = \binom{n}{k}p^k(1-p)^{n-k}$. Let $F_{n,p}$ be ...
2
votes
1
answer
3k
views
Tail bound regime for Binomial distribution in concentration paper
In paper 'Concentration Inequalities and Martingale Inequalities:A Survey' gives the following inequality:
My question is whether the inequality holds in regime $\lambda$ being $o(\sqrt n)$ (say $\...
1
vote
1
answer
198
views
Distribution of non-overlapping words in randomly generated text
The question can be described in the following way:
Suppose I have a finite language $\mathcal{L}$ over alphabet $\Sigma$.
I have a string that is composed of a concatenated series of $n$ instances ...