Back to Search Start Over

Probabilities of competing binomial random variables

Authors :
Li, Wenbo V.
Vysotsky, Vladislav V.
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

Subjects :
Mathematics - Probability
60G50

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1010.4063
Document Type :
Working Paper