English

A Sharp Estimate for Probability Distributions

Probability 2018-02-16 v3

Abstract

We consider absolutely continuous probability distributions f(x)dxf(x)dx on R0\mathbb{R}_{\geq 0}. A result of Feldheim and Feldheim shows, among other things, that if the distribution is not compactly supported, then there exist z>0z > 0 such that most events in {X+Y2z}\left\{X + Y \geq 2z\right\} are comprised of a 'small' term satisfying min(X,Y)z\min(X,Y) \leq z and a 'large' term satisfying max(X,Y)z\max(X,Y) \geq z (as opposed to two 'large' terms that are both larger than zz) lim supz P(min(X,Y)zX+Y2z)=1. \limsup_{z \rightarrow \infty}~ \mathbb{P}\left( \min(X,Y) \leq z | X+Y \geq 2z\right) = 1. The result fails if the distribution is compactly supported. We prove supz>0 P(min(X,Y)zX+Y2z)124+8log2(med(X)fL),\sup_{z > 0 } ~\mathbb{P}\left( \min(X,Y) \leq z | X+Y \geq 2z\right) \geq \frac{1}{24 + 8\log_2{( med(X) \|f\|_{L^{\infty}})}}, where med(X)med(X) denotes the median. Interestingly, the logarithm is necessary and the result is sharp up to constants; we also discuss some open problems.

Cite

@article{arxiv.1801.00663,
  title  = {A Sharp Estimate for Probability Distributions},
  author = {Stefan Steinerberger},
  journal= {arXiv preprint arXiv:1801.00663},
  year   = {2018}
}
R2 v1 2026-06-22T23:34:26.631Z