Let $X$ be a random variable following a $\mathrm{Binomial}(n,p)$ distribution, and let $$Y=\min\{X,n-X\}.$$ Ispired by the problem posed by C. Clement on https://math.stackexchange.com/questions/1696256/expectation-and-concentration-for-minx-n-x-when-x-is-a-binomial, I want to ask whether there exists some constant $c>0$ such that $\mathbb{E}(Y)\geq c\cdot\min\{p,1-p\}\cdot n$ for all $0<p<1$. If this is not true, can we find some $p_0$ with $\frac{1+\sqrt{5}}{4}\leq p_0<1$ such that if $X\sim \mathrm{Binomial}(n,p_0)$ then $\mathbb{E}(Y)\geq (1-p)[(1+4p)n-8(1+p)]$?
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$\begingroup$ I believe that for fixed $n$ the worst case is $p=1/2$ but I didn't prove it. That would mean you can take $c=1/2$ except if $n=1$. $\endgroup$– Brendan McKayCommented Nov 26, 2021 at 11:33
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$\begingroup$ Given that the distribution of $Y$ is invariant by replacing $p$ by $1-p$, shouldn't you aim for a lower bound symmetric that way as well? (In my linked question, I was only focusing on $p\leq 1/2$). $\endgroup$– Clement C.Commented Nov 27, 2021 at 2:06
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1$\begingroup$ Indeed, my comment was about $p\le 1/2$. For this reason it would be more sensible to ask for $c$ such that $E(Y)\ge c\min\{p,1-p\}n$. $\endgroup$– Brendan McKayCommented Nov 27, 2021 at 5:02
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$\begingroup$ @BrendanMcKay based on Aryeh's answer (see my comment below), one can get $c_n := 1−1/\sqrt{n}$ (and one must have $c\leq 1$). $\endgroup$– Clement C.Commented Nov 27, 2021 at 9:00
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$\begingroup$ @ClementC. I agree. The best uniform estimate for $n\ge 2$ is $c=1/2$ however, and it occurs for $n=2,p=1/2$ and $n=3,p=1/2$. Experimentally, $1-1/\sqrt{2n}$ works and is sharp for $n=2$. $\endgroup$– Brendan McKayCommented Nov 27, 2021 at 14:30
2 Answers
Since $\min(a,b)=(a+b-|a-b|)/2$, your question is really about upper bounding $E|2X-n|$, or, equivalently, $E|X-n/2|$:
$$E\min(X,n-X)=n/2-2E|X-n/2|.$$
You can upper bound $E|X-n/2|$ using Jensen's inequality: $E|X-n/2|\le\sqrt{E(X-n/2)^2}$.
The latter, if I'm not mistaken, evaluates to $$ n\sqrt{ p(1-p)/n+p^2-p+1/4 } =:nF(p).$$
For $n$ sufficiently large and $p$ sufficiently small (certainly, $p\le 0.65$; the exact value can be easily computed), we have $2F(p)\le c(1-p)$ for some universal $c>0$. That means that $n/2-2F(p)n\ge cnp$, so your conjecture holds for this range of $p$. [I'm confident that with a bit more care you can extend the result to all $p$, perhaps with a worse constant. Update: this "confidence" has proven misplaced, see Dmitry Krachun's answer below!]
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2$\begingroup$ This is a bit coarse, but to get a bound symmetric on $p, 1-p$, you can continue by writing $$F(p) \leq \sqrt{\frac{1}{n}p(1-p)} + |p-1/2|$$ so that $$n\min(p,1-p) \geq \mathbb{E}[\min(X,n-X)] \geq n\min(p,1-p) - \sqrt{{n}p(1-p)}$$ (if I didn't mess up). (By the way, you are missing a factor $1/2$ in your first display equation) $\endgroup$ Commented Nov 27, 2021 at 8:26
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1$\begingroup$ @ClementC. Thanks, fixed! $\endgroup$ Commented Nov 27, 2021 at 17:24
Note that such a universal constant $c$ does not exist; by the law of large numbers ($\operatorname{Binomial}(n, p)$ being a sum of $n$ i.i.d $\operatorname{B}(p)$ r.v.), for any $p\in (0, 1)$ we have $\mathbb{E}[Y]/n\rightarrow \min\{p, 1-p\}$, so for $p$ close to $1$ constant $c$ must be taken to be at most $(1-p)/p$ to accommodate all large $n$; this tends to zero as $p\rightarrow 1$. To accommodate all $n$ you may need $c$ somewhat smaller than $\min\{p, 1-p\}/p$ but certainly you can always find some $c=c(p)$ which would work for all $n$.
For the second question the answer is no (assuming $p$ in the inequality should be read as $p_0$). Indeed, by the law of large numbers $\mathbb{E}[Y]/n\rightarrow 1-p_0$, whereas $\operatorname{RHS}/n\rightarrow (1-p_0)(1+4p_0)>1-p_0$.
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$\begingroup$ A, very nice! So indeed, there's some hard $p_0$ upper bound -- though probably better than the crude $0.65$ yielded by my estimate. $\endgroup$ Commented Nov 27, 2021 at 17:26