Mean and minimum of independent random variables (Q2055296): Difference between revisions

For any pair \(X,Y\) of independent non-compactly supported random variables on \([0, \infty)\), this paper shows \[ \liminf_{n \rightarrow \infty} \mathbf{P}(\min(X,Y)>m \mid X+Y>2m) = 0. \] Furthermore, the multi-variate and weighted generalizations of this result are proposed, which are proven under the additional assumption that the random variables are identically distributed.