Monotonicity of the difference between median and mean of gamma distributions and of a related Ramanujan sequence
Erick Alm, Sven
Bernoulli, Tome 9 (2003) no. 3, p. 351-371 / Harvested from Project Euclid
For $n\ge 0$, let $\lambda_n$ be the median of the $\Gamma(n+1,1)$ distribution. We prove that the sequence $\{\alphapha_n=\lambda_n-n\}$ decreases from $\log 2$ to $\frac{2}{3}$ as $n$ increases from 0 to $\infty$. The difference, $1-\alphapha_n$, between the mean and the median thus increases from $1-\log 2$ to $\frac{1}{3}$. This result also proves a conjecture by Chen and Rubin about the Poisson distributions: if $Y_{\mu}\sim\text{Poisson}(\mu)$, and $\lambda_n$ is the largest $\mu$ such that $P(Y_{\mu}\le n)=\frac{1}{2}$, then $\lambda_n-n$ is decreasing in $n$. The sequence $\{\alphapha_n\}$ is related to a sequence $\{\theta_n\}$, introduced by Ramanujan, which is known to be decreasing and of the form $\theta_n=\frac{1}{3}+4/(135(n+k_n))$, where $\frac{2}{21}
Publié le : 2003-04-14
Classification:  gamma distribution,  mean,  median,  Poisson distribution,  Ramanujan
@article{1068128981,
     author = {Erick Alm, Sven},
     title = {Monotonicity of the difference between median and mean of gamma distributions and of a related Ramanujan sequence},
     journal = {Bernoulli},
     volume = {9},
     number = {3},
     year = {2003},
     pages = { 351-371},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1068128981}
}
Erick Alm, Sven. Monotonicity of the difference between median and mean of gamma distributions and of a related Ramanujan sequence. Bernoulli, Tome 9 (2003) no. 3, pp.  351-371. http://gdmltest.u-ga.fr/item/1068128981/