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Probabilities of competing binomial random variables
- Publication Year :
- 2010
-
Abstract
- Suppose you and your friend both do $n$ tosses of an unfair coin with probability of heads equal to $\alpha$. What is the behavior of the probability that you obtain at least $d$ more heads than your friend if you make $r$ additional tosses? We obtain asymptotic and monotonicity/convexity properties for this competing probability as a function of $n$, and demonstrate surprising phase transition phenomenons as parameters $ d, r$ and $\alpha$ vary. Our main tools are integral representations based on Fourier analysis.<br />Comment: 11 figures
- Subjects :
- Mathematics - Probability
60G50
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1010.4063
- Document Type :
- Working Paper