# Tagged Questions

**0**

votes

**1**answer

203 views

### two correlated processes

I apologize if this question is not placed in the right place. But I am having a hard time to figure it out. It would be greatly appreciated if some one could help me out.
Assume that there are two ...

**1**

vote

**1**answer

229 views

### Sum of covariance matrix of products of dependent variables

Consider the sequences of random variables $\{X_i\}_{i=1}^n$ and $\{Y_i\}_{i=1}^n$, as well as the corresponding sequence of products, $\{X_i Y_i\}_{i=1}^n$. All $X_i$ share the same mean value, ...

**0**

votes

**1**answer

118 views

### Expected rank of players in a Bradley-Terry round-robin tournament

Let $[n]$=$\{1,\dots,n\}$ be a set of players in a round-robin tournament. Each player $i$ has an associated skill parameter, $\lambda_{i}$, and the probability that player $i$ defeats player $j$ is ...

**1**

vote

**0**answers

332 views

### Prove that the sum of a certain infinite series is 1

Prove the (numerically-evident) proposition that
\begin{equation}
\Sigma_{i=0}^\infty f(i) = 1,
\end{equation}
where
\begin{equation}
f(i)= 2^{-4 i-6} q(i) \frac{\Gamma(3 i+\frac{5}{2}) \Gamma(5 ...

**3**

votes

**1**answer

174 views

### Is the Binomial Expectation of a Multivariate Convex Function Convex in the Vector p?

Let $\mathbf{p}=(p_1,\dots,p_m)$ be a vector in $[0,1]^m$ and let $\mathbf{X}=(X_1,\dots,X_m)$ be a vector of independently-distributed binomial random variables such that $X_i\sim ...

**5**

votes

**2**answers

434 views

### Is the Binomial Expectation of Convex Function Convex in p?

Suppose $X$ has a binomial distribution with success probability $p$ and $n$ trials and let $h(\cdot)$ be a positive convex real-valued function.
Is the function $g(p)=\mathbb{E}[h(X)\ |\ p]$ convex ...

**6**

votes

**2**answers

363 views

### Most inconsistent ranking

A matrix of $k$ rows and $n$ columns is filled with the numbers $1,2,\ldots,k$ such that the following conditions are satisfied:
Every column contain all the numbers form 1 to $k$ without ...

**0**

votes

**2**answers

255 views

### Creating composite rank [closed]

Problem: Suppose that $K$ different students are ranked based on $N$ different parameters (such as Physics marks, English marks, Biology marks, IQ etc). The rank under each parameter can be repetitive ...

**11**

votes

**2**answers

479 views

### Covariance of INID order statistics [closed]

In the IID case, it is known that all order statistics are positively correlated.* Thus, we know that $$\text{Cov}(X_{(i)},X_{(j)}) \geq 0.$$ Is this known in the INID (independent, non-identically ...

**7**

votes

**4**answers

1k views

### Recent impressive combinatorial developments in probability theory

In the preface to the second edition of Daniel Stroock's book "Probability Theory: An Analytic View", there is this striking claim (on p. xv)
... I suspect that, for at least a decade, the most ...

**2**

votes

**0**answers

125 views

### finding rank-3 tensors compatible with a rank-2 tensor projection

I am interested in the following problem: Consider a rank-3 symmetric tensor $\boldsymbol{\sigma}$ with $\sigma_{ijk}$ where $\sigma_{ijk}$ can be 0 or 1, and the symmetry is with respect to any ...

**4**

votes

**1**answer

128 views

### Mean occurrences of letters in complete strings given by a Bernoulli scheme

Suppose one has an alphabet of $K$ letters, from which we draw sequentially letters; assume that the $n$-th letter occurs with a fixed probability $p_n$ independently of the others and of the previous ...

**3**

votes

**0**answers

267 views

### Another generalized coupon collector's problem

Suppose there are $L$ types of coupons, the probabilities that they appear are $a_1,a_2,\ldots,a_L$ respectively, $\sum_i^La_i=1$. Each of them is associated with a constrain number ...

**5**

votes

**1**answer

206 views

### Is the maximum tree-path length distributed lognormally (in the limit) ?

Consider a full binary tree with $k>10$ levels. Let the lengths of individual edges in this tree be i.i.d. random variables with finite moments. Then total lengths of the $2^{k-1}$ source-to-sink ...

**6**

votes

**2**answers

345 views

### finding the $n$ closest pairs between $2n$ points

Given $2n$ points $x_1, x_2 \ldots x_{2n}$ and a distance $d_{i,j}$ defined between them, how can I best find the set $P$ of mutually exclusive pairs $(i,j)$ such that the sum of their distances
$$
...

**2**

votes

**0**answers

366 views

### How to calculate/approximate expectation of function of a binomial random variable?

Hi,
I am stuck at following problem in my research.
Suppose that $M=m$ is a random variable with binomial distribution with parameters $n,p$. The constants $r$ and $\gamma$ are greater than zero. ...

**3**

votes

**0**answers

484 views

### A combinatorial bound involving Stirling numbers of the second type

My previous question was solved in a very elegant way, hopefully this (seemingly more complicated) case is also easy for experts.
I need the inequality
...

**4**

votes

**1**answer

546 views

### A bound involving Stirling numbers of the second kind and the asymptotics

Let $S_{n,r}$ denote the Stirling number of the second kind. Define $A_{n,r}:=\frac{\binom{n+r-1}{n}(n+r)!}{S_{n+r,r}r!}$. I want to prove:
$A_{n,1}\ge A_{n,2}\ge..\ge A_{n,r}\ge \lim_{r\to\infty} ...

**4**

votes

**3**answers

353 views

### Probability estimates for “beans & boxes”

From a discussion with some friends, this apparently easy problem has come out; I decided to post it here, because I believe that the answer is non-trivial and the maths beneath interesting. Partial ...

**8**

votes

**7**answers

3k views

### Lower bound for sum of binomial coefficients?

Hi! I'm new here. It would be awesome if someone knows a good answer.
Is there a good lower bound for the tail of sums of binomial coefficients? I'm particularly interested in the simplest case ...

**0**

votes

**0**answers

276 views

### Estimating a multinomial sum

I have the following sum
\begin{equation}
\sum_{r_1=q+1}^{\tau}\dots\sum_{r_\lambda=q+1}^{\tau}{\tau\choose r_1,\dots,r_\lambda,\tau-r_1-\dots -r_\lambda} (\Lambda-\lambda)^{\tau-r_1-\dots-r_\lambda}
...

**3**

votes

**3**answers

524 views

### Hubbiness of a graph

Is there any statistic that can tell how "hubby" is a graph?
By this I mean a number that is small when a graph has no hubs, that is, when all nodes are more or less equal degree-wise, and big when ...

**2**

votes

**0**answers

452 views

### About generalization of stirling numbers of the second kind

Hello,
The Stirling numbers of the second kind count how many ways can a set of $k$ elements be partitioned into $n$ non-empty classes, with $k=n,n+1,\dots$.
My question is: Is there a ...

**10**

votes

**2**answers

2k views

### Bounding sum of multinomial coefficients by highest entropy one

When does the following hold?
$\sum_{(i_1,\ldots,i_k)\in E}
\frac{n!}{i_1! \ldots i_k!}
\le \exp(n H^*)$
Where
$H^*=\max_{(i_1,\ldots,i_k)\in E} -(\frac{i_1}{n}\log \frac{i_1}{n}+\ldots ...

**5**

votes

**3**answers

256 views

### Medium-Sized Calculations and Organization

This is not a math question as much as a process question. For the first time in my (very short) career, I find myself doing one of those messy calculations, where each 'line' of the calculation can ...

**3**

votes

**3**answers

468 views

### association schemes, infinite schemes, semi-schemes, quasi-schemes

Some questions about possibly nonsensical ideas:
1) Can you come up with a definition of an infinite association scheme ?
2) Would infinite association schemes relate to infinite groups the way ...

**3**

votes

**2**answers

783 views

### expected values over binomial distributions

In some works of economics/risk analysis etc., I have seen situations where people take the expected value of a function (such as a utility function/cost function) over a binomial distribution:
...

**3**

votes

**1**answer

292 views

### Random generation of subsets using conditional probabilities

Edit: Rewritten with motivation, and hopefully more clarity.
I'm building a site for a card game called dominion. In it, people build 'decks' of 10 distinct cards from a set of (currently) ...

**13**

votes

**2**answers

595 views

### Archaeogenetics

This question is meant to be applied to recover historic information from genetic data.
The following model, is (probably) the simplest possible which takes recombinations into account.
First, let ...

**3**

votes

**1**answer

329 views

### Do all correlation coefficients induce a pseudometric?

The Kendall tau distance was originally defined as a correlation coefficient. It seems clear to me that every metric function $d$ that is bounded by $b$, induces a correlation coefficient. That is:
...

**4**

votes

**0**answers

322 views

### A Local CLT with large variance

For n an even integer, $0 \leq i \leq$ ${n} \choose{j}$, $1 \leq j \leq n$ let $X_{i,j}$ be a
random variable taking values $\frac{n}{2}-j,0,j - \frac{n}{2}$ with equal probability. Let $S_{n}$ be ...

**2**

votes

**1**answer

311 views

### Parity, Balls and Boxes

Start with a distribution $\mu$ on [n], and drop m balls into these n+1 slots independently and according to the distribution &mu. That is, we have iid random variables x 1 through x m ...