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

Let $\pi_n$ be a uniformly chosen random permutation on $[n]$. The authors of [2] showed that the expected number of distinct consecutive patterns of all lengths $k\in\{1,2,\ldots,n\}$ in $\pi_n$ was $\frac{n^2}{2}(1-o(1))$ as $n\to\infty$,…

The average properties of the well-known Subset Sum Problem can be studied by the means of its randomised version, where we are given a target value $z$, random variables $X_1, \ldots, X_n$, and an error parameter $\varepsilon > 0$, and we…

In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…

Gibbs-type random probability measures, or Gibbs-type priors, are arguably the most "natural" generalization of the celebrated Dirichlet prior. Among them the two parameter Poisson-Dirichlet prior certainly stands out for the mathematical…

A necessary condition is given for a sequence of identically distributed and pairwise positively quadrant dependent random variables obeying the strong laws of large numbers with respect to the normalising constants $n^{1/p}$ $(1 \leqslant…

In this paper, we derive an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and…

Two sequential estimators are proposed for the odds p/(1-p) and log odds log(p/(1-p)) respectively, using independent Bernoulli random variables with parameter p as inputs. The estimators are unbiased, and guarantee that the variance of the…

It is well known that the entropy $H(X)$ of a discrete random variable $X$ is always greater than or equal to the entropy $H(f(X))$ of a function $f$ of $X$, with equality if and only if $f$ is one-to-one. In this paper, we give tight…

Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…

We investigate the behavior of the periods and border lengths of random words over a fixed alphabet. We show that the asymptotic probability that a random word has a given maximal border length $k$ is a constant, depending only on $k$ and…

We show that, for every $1 \leq p < +\infty$ and for every Borel probability measure $\mathbb{P}$ over $\mathbb{R}$, every element of $L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P})$ is the $L^{p}$-limit of some sequence of bounded…

With $\xi_{k}=\xi_{k}^{n,p}$ the number of copies of $K_k$ in the usual (Erd\H{o}s-R\'enyi) random graph $G(n,p)$, $p\geq n^{-2/(k-1)}$ and $\eta>0$, we show when $k>1$ $$\Pr(\xi_k> (1+\eta)\E \xi_k) < \exp [-\gO_{\eta,k}…

In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…

Within the context of the binomial model, we analyse sequences of values that are almost-uniform and we discuss a prediction method called the frequent outcome approach, in which the outcome that has occurred the most in the observed trials…

Let $(X,Y)$ be a random vector whose conditional excess probability $\theta(x,y):=P(Y\leq y | X>x)$ is of interest. Estimating this kind of probability is a delicate problem as soon as $x$ tends to be large, since the conditioning event…

We consider the limiting distribution of the quantity $X^s/(X+Y)^r$, where $X$ and $Y$ are two independent Binomial random variables with a common success probability and a number of trials $n$ and $m$, respectively, and $r,s$ are positive…

In this note, we will survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that the sublinear expectation has the monotone continuity…

The probability of necessity (PN), which quantifies the probability that an observed event would not have occurred in the absence of the treatment, is a central estimand in attribution analysis. While PN has been extensively studied for…

The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the probability measure $\mu_\lambda$ that is the law of the random variable $\sum_{n\ge0}\pm\lambda^n$, where the signs are independent unbiased coin tosses. We prove that each…

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…