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The infimum values of the probability functions for some infinitely divisible distributions motivated by Chv\'{a}tal's theorem

Authors :
Hu, Ze-Chun
Lu, Peng
Zhou, Qian-Qian
Zhou, Xing-Wang
Publication Year :
2023

Abstract

Let $B(n,p)$ denote a binomial random variable with parameters $n$ and $p$. Chv\'{a}tal's theorem says that for any fixed $n\geq 2$, as $m$ ranges over $\{0,\ldots,n\}$, the probability $q_m:=P(B(n,m/n)\leq m)$ is the smallest when $m$ is closest to $\frac{2n}{3}$. Motivated by this theorem, in this paper we consider the infimum value of the probability $P(X\leq \kappa E[X])$, where $\kappa$ is a positive real number, and $X$ is a random variable whose distribution belongs to some infinitely divisible distributions including the inverse Gaussian, log-normal, Gumbel and logistic distributions.<br />Comment: 10 pages

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2308.07678
Document Type :
Working Paper