English

Some inequalities on Binomial and Poisson probabilities

Probability 2021-03-31 v2

Abstract

Let SS and XX be independent random variables, assuming values in the set of non-negative integers, and suppose further that both E(S)\mathbb{E}(S) and E(X)\mathbb{E}(X) are integers satisfying E(S)E(X)\mathbb{E}(S)\ge \mathbb{E}(X). We establish a sufficient condition for the tail probability P(SE(S))\mathbb{P}(S\ge \mathbb{E}(S)) to be larger than P(S+XE(S+X))\mathbb{P}(S+X\ge \mathbb{E}(S+X)). We also apply this result to sums of independent binomial and Poisson random variables.

Keywords

Cite

@article{arxiv.2011.11795,
  title  = {Some inequalities on Binomial and Poisson probabilities},
  author = {Robbert Fokkink and Symeon Papavassiliou and Christos Pelekis},
  journal= {arXiv preprint arXiv:2011.11795},
  year   = {2021}
}

Comments

Compared to the previous version, the results have been extended to cover the case of random variables having integer mean

R2 v1 2026-06-23T20:27:46.638Z