Timeline for Probability of existence of $\lambda$ such that $\lambda a_i \geq b_i$, for i.i.d random variables $a_i$'s and $b_i$'s
Current License: CC BY-SA 4.0
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Jan 31, 2022 at 15:43 | answer | added | Iosif Pinelis | timeline score: 5 | |
Jan 31, 2022 at 8:09 | comment | added | Mikael de la Salle | A very simple bound is $2 \cdot (3/4)^n$, just by considering signs (the existence of such a positve $\lambda$ rules out the possibility that $a_i$ is negative and $b_i$ is positive). And it works for any distribution that gives probability $1/2$ both to the positive and negative numbers. | |
Jan 31, 2022 at 6:44 | history | asked | DSM | CC BY-SA 4.0 |