Random Variables with Independent Binary Digits
Marsaglia, George
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1922-1929 / Harvested from Project Euclid
Let $X = \cdot b_1b_2b_3 \cdots$ be a random variable with independent binary digits $b_n$ taking values 0 or 1 with probability $p_n$ and $q_n = 1 - p_n$. When does $X$ have a density? A continuous density? A singular distribution? This note gives necessary and sufficient conditions for the distribution of $X$ to be: discrete: $\Sigma\min (p_n, q_n) < \infty$; singular: $\Sigma^\infty_m\lbrack\log (p_n/q_n)\rbrack^2 = \infty$ for every $m$; absolutely continuous: $\Sigma^\infty_m\lbrack\log (p_n/q_n)\rbrack^2 < \infty$ for some $m$. Furthermore, $X$ has a density that is bounded away from zero on some interval if and only if $\log (p_n/q_n)$ is a geometric sequence with ratio $\frac{1}{2}$ for $n > k$, and in that case the fractional part of $2^k X$ has an exponential density (increasing or decreasing with the uniform a special case).
Publié le : 1971-12-14
Classification: 
@article{1177693058,
     author = {Marsaglia, George},
     title = {Random Variables with Independent Binary Digits},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1922-1929},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693058}
}
Marsaglia, George. Random Variables with Independent Binary Digits. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1922-1929. http://gdmltest.u-ga.fr/item/1177693058/