English

Mean and Minimum of Independent Random Variables

Probability 2020-08-05 v3

Abstract

We show that any pair X,YX, Y of independent, non-compactly supported random variables on [0,)[0,\infty) satisfies lim infmP(min(X,Y)>mX+Y>2m)=0\liminf_{m\to\infty} \mathbb{P}(\min(X,Y) >m \,| \,X+Y> 2m) =0. We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.

Keywords

Cite

@article{arxiv.1609.03004,
  title  = {Mean and Minimum of Independent Random Variables},
  author = {Naomi Dvora Feldheim and Ohad Noy Feldheim},
  journal= {arXiv preprint arXiv:1609.03004},
  year   = {2020}
}

Comments

18 pages, 3 figures