Skip to main content

All Questions

Filter by
Sorted by
Tagged with
3 votes
2 answers
1k views

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 ...
Tom Solberg's user avatar
  • 4,049
2 votes
1 answer
199 views

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 ...
Tom Solberg's user avatar
  • 4,049
1 vote
1 answer
144 views

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 $k$...
Tom Solberg's user avatar
  • 4,049