Probabilities of competing binomial random variables
Probability
2012-03-19 v2
Abstract
Suppose you and your friend both do tosses of an unfair coin with probability of heads equal to . What is the behavior of the probability that you obtain at least more heads than your friend if you make additional tosses? We obtain asymptotic and monotonicity/convexity properties for this competing probability as a function of , and demonstrate surprising phase transition phenomenons as parameters and vary. Our main tools are integral representations based on Fourier analysis.
Cite
@article{arxiv.1010.4063,
title = {Probabilities of competing binomial random variables},
author = {Wenbo V. Li and Vladislav V. Vysotsky},
journal= {arXiv preprint arXiv:1010.4063},
year = {2012}
}
Comments
11 figures