Skip to main content
10 events
when toggle format what by license comment
Jan 21, 2019 at 19:59 comment added Fedor Petrov @stats134711 looks ok, yes
Jan 21, 2019 at 19:10 comment added stats134711 Thank you. I've tried to write my own understanding of the solution below in a separate answer. Could you comment if it is rigorous enough?
Jan 19, 2019 at 15:12 vote accept stats134711
Jan 18, 2019 at 23:37 vote accept stats134711
Jan 19, 2019 at 15:12
Jan 18, 2019 at 23:37 history bounty ended stats134711
Jan 18, 2019 at 19:02 comment added Fedor Petrov It is essentially the same argument. We fix $M$ and prove that $\liminf \frac{P(X>c)}{P(X>c-1)}\geqslant 1-\frac1M$. After proving this, we may remember that $M$ could be fixed arbitrary, thus $\liminf \frac{P(X>c)}{P(X>c-1)}=1$. You suggest to say it another way: denote $\liminf \frac{P(X>c)}{P(X>c-1)}=1-\varepsilon$, then choose $M>\varepsilon^{-1}$ and get a contradiction.
Jan 18, 2019 at 18:58 comment added stats134711 Would it be more rigorous to write, let $\varepsilon>0$, and choose $M>0$, such that $M>1/\varepsilon$? Then $(M+o(1))^{-1}<1/M<\varepsilon$. This would then result in $P(X=c)/P(X\geq c)<\varepsilon$. I guess I am hung up on the fact that say if $M$ is fixed at the beginning, then how can we make it arbitrary at the end?
Jan 18, 2019 at 17:21 comment added Fedor Petrov Fixed $M$ proves that the lower limit is not less than $1-1/M$. Since $M$ is arbitrary, the lower limit equals 1.
Jan 18, 2019 at 15:19 comment added stats134711 If $M>0$ is fixed, then isn't the conclusion that the ratio is $O(1)$ instead of the desired $o(1)$?
Jan 17, 2019 at 19:54 history answered Fedor Petrov CC BY-SA 4.0