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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

1 vote
1 answer
253 views

CDF's of Two Binomial Distributions with the Same Mean and Different Probabilities

Suppose we have two binomial random variables $X_i \sim B(\frac{a}{p_i},p_i)$ and $X_j \sim B(\frac{a}{p_j},p_j)$, where $a$ is a positive integer, and both $\frac{a}{p_i}$ and $\frac{a}{p_j}$ are int …
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1 vote
0 answers
102 views

Convergence result on Cornish Fisher expansion of binomial distribution

Since it is known that Cornish Fisher expansion of quantiles does not have guaranteed convergence for all distribution, I wonder specifically if any convergence result is known in literature for CF ex …
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  • 53
1 vote
0 answers
77 views

Concavity of expected size of a maximum matching (in a bipartite graph) w.r.t. edge probability

Given a n*n bipartite graph where each edge (between any two nodes on the opposite side) is formed i.i.d. with probability $p$, can we show a concavity result on the expected size of a maximum matchin …
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  • 53