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3 questions
3
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2
answers
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Expected value of a truncated binomial
Let $X\sim B(n,p)$ be a binomial random variable and fix $0<k<n$. Are there any well-known bounds for $\mathbb{E} (X-k)^+$, where $(X-k)^+ =\max\{0,X-k\}$? I am particularly interested in ...
2
votes
1
answer
199
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Bounds for the beta CDF
This question is closely related to a previous question that I asked here:
An inequality involving the beta distribution
Let $a,b$ be strictly positive integers, and let $F_{a,b}(x)$ denote the CDF ...
1
vote
1
answer
144
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A uniform mixture of order statistics
Let $0<k<n$ be integers, and let $X$ be a random variable obtained as follows: sample $n$ points independently and uniformly at random in the unit interval, and select (uniformly) one of the $k$...