On the Distribution of the Number of Successes in Independent Trials
Gleser, Leon Jay
Ann. Probab., Tome 3 (1975) no. 6, p. 182-188 / Harvested from Project Euclid
Let $S$ be the number of successes in $n$ independent Bernoulli trials, where $p_j$ is the probability of success on the $j$th trial. Let $\mathbf{p} = (p_1, p_2, \cdots, p_n)$, and for any integer $c, 0 \leqq c \leqq n$, let $H(c \mid \mathbf{p}) = P\{S \leqq c\}$. Let $\mathbf{p}^{(1)}$ be one possible choice of $\mathbf{p}$ for which $E(S) = \lambda$. For any $n \times n$ doubly stochastic matrix $\Pi$, let $\mathbf{p}^{(2)} = \mathbf{p}^{(1)}\Pi$. Then in the present paper it is shown that $H(c \mid \mathbf{p}^{(1)}) \leqq H(c \mid \mathbf{p}^{(2)})$ for $0 \leqq c \leqq \lbrack\lambda - 2\rbrack$, and $H(c \mid \mathbf{p}^{(1)}) \geqq H(c \mid \mathbf{p}^{(2)})$ for $\lbrack\lambda + 2\rbrack \leqq c \leqq n$. These results provide a refinement of inequalities for $H(c \mid \mathbf{p})$ obtained by Hoeffding [3]. Their derivation is achieved by applying consequences of the partial ordering of majorization.
Publié le : 1975-02-14
Classification:  Independent Bernoulli trials,  number of successes,  inequalities on cumulative distribution function,  inequalities on expected values,  majorization,  Schur conditon,  60C05,  60E05,  62E15,  26A86
@article{1176996461,
     author = {Gleser, Leon Jay},
     title = {On the Distribution of the Number of Successes in Independent Trials},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 182-188},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996461}
}
Gleser, Leon Jay. On the Distribution of the Number of Successes in Independent Trials. Ann. Probab., Tome 3 (1975) no. 6, pp.  182-188. http://gdmltest.u-ga.fr/item/1176996461/