Related papers: An Elementary Analysis of the Probability That a B…

We provide a lower bound on the probability that a binomial random variable is exceeding its mean. Our proof employs estimates on the mean absolute deviation and the tail conditional expectation of binomial random variables.

Let $X$ be a random variable distributed according to the binomial distribution with parameters $n$ and $p$. It is shown that $P(X>EX)\ge1/4$ if $1>p\ge c/n$, where $c:=\ln(4/3)$, the best possible constant factor.

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

Consider the probability that a binomial random variable Bi$(n,m/n)$ with integer expectation $m$ is at most its expectation. Chv\'atal conjectured that for any given $n$, this probability is smallest when $m$ is the integer closest to…

We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…

In a recent paper, Svante Janson has considered a conjecture suggested by Va\v{s}ek Chv\a'atal dealing with the probability that a binomial random variable with parameters $n$ and $m/n$ - where $m$ is an integer - exceeds its expectation…

We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.

We generalise the known fact that for binomial $X_{n,k} \sim \mathrm{Bin}(n, k/n)$ one has $\inf_{k>1,n} \mathrm{P}(X_{n,k} \geq k) \geq \lim_{k \to 1+}\mathrm{P}(X_{2,k} \geq k) = 1/4$ to cover probabilities of exceeding a constant shift…

For a polynomial $P_n$ of degree $n$, Bernstein's inequality states that $\|P_n'\| \le n \|P_n\|$ for all $L^p$ norms on the unit circle, $0<p\le\infty,$ with equality for $P_n(z)= c z^n.$ We study this inequality for random polynomials,…

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

We give an elementary probabilistic proof of a binomial identity. The proof is obtained by computing the probability of a certain event in two different ways, yielding two different expressions for the same quantity.

In this paper, we investigate the following question: How often is a random matrix normal? We consider a random $n\times n$ matrix, $M_n$, whose entries are i.i.d. Rademacher random variables (taking values $\{ \pm1 \}$ with probability…

The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…

We prove upper bounds on the rate, called "mixing rate", at which the von Neumann entropy of the expected density operator of a given ensemble of states changes under non-local unitary evolution. For an ensemble consisting of two states,…

Let $S$ and $X$ be independent random variables, assuming values in the set of non-negative integers, and suppose further that both $\mathbb{E}(S)$ and $\mathbb{E}(X)$ are integers satisfying $\mathbb{E}(S)\ge \mathbb{E}(X)$. We establish a…

It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…

Let $B(n,p)$ denote a binomial random variable with parameters $n$ and $p$. Chv\'{a}tal's theorem says that for any fixed $n\geq 2$, as $m$ ranges over $\{0,\ldots,n\}$, the probability $q_m:=P(B(n,m/n)\leq m)$ is the smallest when $m$ is…

We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…

Let $B(n,p)$ denote a binomial random variable with parameters $n$ and $p$. Chv\'{a}tal's theorem says that for any fixed $n\geq 2$, as $m$ ranges over $\{0,1,\ldots,n\}$, the probability $q_m:=P(B(n,m/n)\leq m)$ is the smallest when $m$ is…

A collection of $n$ random events is said to be $(n - 1)$-wise independent if any $n - 1$ events among them are mutually independent. We characterise all probability measures with respect to which $n$ random events are $(n - 1)$-wise…