The infimum values of the probability functions for some infinitely divisible distributions motivated by Chvátal's theorem
Abstract
Let $B(n,p)$ denote a binomial random variable with parameters $n$ and $p$. Chvátal'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 closest to $\frac{2n}{3}$. Motivated by this theorem, in this paper we consider the infimum value of the probability $P(X\leq \kappa E[X])$, where $\kappa$ is a positive real number, and $X$ is a random variable whose distribution belongs to some infinitely divisible distributions including the inverse Gaussian, log-normal, Gumbel and logistic distributions.
- Publication:
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arXiv e-prints
- Pub Date:
- August 2023
- DOI:
- arXiv:
- arXiv:2308.07678
- Bibcode:
- 2023arXiv230807678H
- Keywords:
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- Mathematics - Probability
- E-Print:
- 10 pages