Timeline for Tail Conditional Expectation of a binomial random variable
Current License: CC BY-SA 3.0
5 events
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| Sep 18, 2011 at 5:51 | comment | added | Brendan McKay | Incidentally, there is a little-known theorem that might help. E. Mailhot (Une propriété de la variance de certaines lois de probabilité réelles tronquées, C. R. Acad. Sci. Paris Sér. I Math. 301 (1985) 241–244) showed that truncating a log-concave distribution (either discrete or continuous) cannot increase its variance. That includes the binomial, Poisson and normal distributions and many others. So $var(X_{\ge c})<c$. This fact might seem obvious at first glance, but it isn't true in general, even for continuous unimodal distributions. | |
| Sep 18, 2011 at 4:05 | vote | accept | Balu | ||
| Sep 18, 2011 at 4:04 | vote | accept | Balu | ||
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| Sep 18, 2011 at 4:03 | vote | accept | Balu | ||
| Sep 18, 2011 at 4:03 | |||||
| Sep 18, 2011 at 3:23 | history | answered | Brendan McKay | CC BY-SA 3.0 |