English

On the expected number of successes in a sequence of nested Bernoulli trials

Probability 2015-05-19 v1

Abstract

We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the attempt to give a genuinely frequentist interpretation to the notion of probability based on finite sample sizes. The main result is that the probabilities under consideration decay asymptotically as n1/3n^{-1/3}, where nn is the common length of the Bernoulli trials. The main ingredient in the proof is a new fixed-point theorem for non-contractive symmetric functions of the unit interval.

Keywords

Cite

@article{arxiv.1303.4979,
  title  = {On the expected number of successes in a sequence of nested Bernoulli trials},
  author = {Eckhard Schlemm},
  journal= {arXiv preprint arXiv:1303.4979},
  year   = {2015}
}

Comments

5 pages, one figure