English

Probabilities of competing binomial random variables

Probability 2012-03-19 v2

Abstract

Suppose you and your friend both do nn tosses of an unfair coin with probability of heads equal to α\alpha. What is the behavior of the probability that you obtain at least dd more heads than your friend if you make rr additional tosses? We obtain asymptotic and monotonicity/convexity properties for this competing probability as a function of nn, and demonstrate surprising phase transition phenomenons as parameters d,r d, r and α\alpha vary. Our main tools are integral representations based on Fourier analysis.

Keywords

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

R2 v1 2026-06-21T16:31:11.996Z