Timeline for Minimum conditional expectation of complement of event given conditional expectation of event?
Current License: CC BY-SA 3.0
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| Apr 23, 2013 at 20:15 | comment | added | Douglas Zare | Make a conditional quantiles function for each event. The conditional expectation is the average of this quantiles function. Each quantile for $X\gt k$ is at least as large as the corresponding quantile of any other event of the same probability. The difference between the conditional expectations is the average of a nonpositive function. | |
| Apr 23, 2013 at 12:31 | comment | added | armostfalous | Thanks for the response. Agreed up to reducing the condition to $P(Y=1) \le P(X > k)$. This is the same strategy I've been trying. Intuitively I agree with your argument in the next paragraph, however, I'm having trouble rigorously proving that. Can you elaborate a bit? Thanks! | |
| Apr 23, 2013 at 10:40 | history | answered | Douglas Zare | CC BY-SA 3.0 |