Problem statement
Let $c \in \mathbb{N}$, $n_1 \in \mathbb{N}_0$, and $n_2 \in \mathbb{N}_0$ be integers and $p$ a probability. Furthermore, let $b(m,j,p) = \binom{m}{j}p^j(1-p)^{m-j}$ denote the probability mass function of the binomial distribution and let $B(m,j,p) = \sum_{i=0}^j b(m,i,p) = \sum_{i=0}^j \binom{m}{i}p^i(1-p)^{m-i}$ denote the cumulative binomial distribution function.
I want to prove that
$\forall k \in \mathbb{N}, k \leq c: \sum_{j=0}^{k-1} b\left(c,j,p\right) B_{j,k} \leq \sum_{j=0}^{k-1} b\left(c-1,j,p\right) B_{j,k}$
holds when $B_{j,k}$ is defined as
$B_{j,k} = B\left(n_1,k-1-j,p\right) \cdot B\left(n_2,k-1-j,p\right)$
What I have done so far
For an arbitrary $k \in \mathbb{N}$ satisfying $k \leq c$, we have \begin{align} &\sum_{j=0}^{k-1} b\left(c,j,p\right) B_{j,k} \leq\sum_{j=0}^{k-1} b\left(c-1,j,p\right) B_{j,k}\\ \iff \; &\sum_{j=0}^{k-1} \binom{c}{j}p^j(1-p)^{c-j} B_{j,k} \leq \sum_{j=0}^{k-1} \binom{c-1}{j}p^j(1-p)^{c-j-1} B_{j,k}\\ \iff \; &\sum_{j=0}^{k-1} \binom{c}{j}p^j(1-p)^{c-j} B_{j,k} \leq \frac{\sum_{j=0}^{k-1} \binom{c-1}{j}p^j(1-p)^{c-j} B_{j,k}}{1-p}\\ \iff \; &\sum_{j=0}^{k-1} (1-p)\binom{c}{j}p^j(1-p)^{c-j} B_{j,k} \leq \sum_{j=0}^{k-1} \binom{c-1}{j}p^j(1-p)^{c-j} B_{j,k}\nonumber\\ \iff \; &\sum_{j=0}^{k-1} \left[\binom{c-1}{j}-(1-p)\binom{c}{j}\right] p^j(1-p)^{c-j} B_{j,k} \geq 0\nonumber\\ \iff \; &\sum_{j=0}^{k-1} \left[\frac{c-j}{c}\binom{c}{j}-(1-p)\binom{c}{j}\right] p^j(1-p)^{c-j} B_{j,k} \geq 0\nonumber\\ \iff \; &\sum_{j=0}^{k-1} \frac{cp-j}{c} \binom{c}{j} p^j(1-p)^{c-j} B_{j,k} \geq 0\nonumber\\ \iff \; &\sum_{j=0}^{k-1} (cp-j) \binom{c}{j} p^j(1-p)^{c-j} B_{j,k} \geq 0 \end{align}
Unfortunately, at this point, I'm unsure how to continue, and would greatly appreciate any help!
Here are a few observations which might be useful:
- Because of the factor $cp-j$, every summand in in the last inequation with $j \leq \lfloor cp \rfloor$ is non-negative, while every summand with $j > \lfloor cp \rfloor$ is negative.
- The factors $B_{j,k}$ are monotonically decreasing with increasing $j$ and thus reduce the effect of the "harmful" negative summands. However, experimental evaluation suggests that the last inequation could be satisfied even in the absence of the $B_{j,k}$ factors. Maybe this could be exploited.