Probabilities of competing binomial random variables

DOI10.1239/JAP/1346955330MaRDI QIDQ3165491zbMATH OpenOpenAlexFDO

Authors Wenbo V. Li, Vladislav V. Vysotsky

Publication date 29 October 2012

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.4063, https://projecteuclid.org/euclid.jap/1346955330

zbMATH Keywords

binomial random variablecoin tossingcompeting random variablesnumber of successesphase transitionprobability of winning

Mathematics Subject Classification ID

Probabilistic methods for one variable harmonic analysis (42A61) Combinatorial probability (60C05) Limit theorems in probability theory (60F99) Probabilistic games; gambling (91A60)

Abstract: Suppose you and your friend both do $n$ tosses of an unfair coin with probability of heads equal to $alpha$. What is the behavior of the probability that you obtain at least $d$ more heads than your friend if you make $r$ additional tosses? We obtain asymptotic and monotonicity/convexity properties for this competing probability as a function of $n$, and demonstrate surprising phase transition phenomenons as parameters $d,r$ and $alpha$ vary. Our main tools are integral representations based on Fourier analysis.

Recommendations

• How to lose as little as possible
• Integral representations for binomial sums of chances of winning
• Coin tossing and moment sequences
• scientific article; zbMATH DE number 7731502
• Coin tossing, revisited

Cites work

• How to lose as little as possible
• scientific article; zbMATH DE number 5954651 (Why is no real title available?)
• scientific article; zbMATH DE number 854573 (Why is no real title available?)
• scientific article; zbMATH DE number 6416756 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3283153 (Why is no real title available?)
• Integral representations for binomial sums of chances of winning
• On approximating point spread distributions

Cited in

(4)

• Win-probabilities for comparing two binary outcomes
• How to lose as little as possible
• scientific article; zbMATH DE number 4139477 (Why is no real title available?)
• Integral representations for binomial sums of chances of winning

This page was built for publication: Probabilities of competing binomial random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3165491)