English

Best lower bound on the probability of a binomial exceeding its expectation

Probability 2021-08-12 v1 Statistics Theory Statistics Theory

Abstract

Let XX be a random variable distributed according to the binomial distribution with parameters nn and pp. It is shown that P(X>EX)1/4P(X>EX)\ge1/4 if 1>pc/n1>p\ge c/n, where c:=ln(4/3)c:=\ln(4/3), the best possible constant factor.

Keywords

Cite

@article{arxiv.2108.04916,
  title  = {Best lower bound on the probability of a binomial exceeding its expectation},
  author = {Iosif Pinelis},
  journal= {arXiv preprint arXiv:2108.04916},
  year   = {2021}
}

Comments

7 pages; to appear in Statistics and Probability Letters