Print Email Facebook Twitter On the monotonicity of tail probabilities Title On the monotonicity of tail probabilities Author Fokkink, R.J. (TU Delft Delft Institute of Applied Mathematics; TU Delft Applied Probability) Papavassiliou, Symeon (National Technical University of Athens) Pelekis, Christos (National Technical University of Athens) Department Delft Institute of Applied Mathematics Date 2022 Abstract Let S and X be independent random variables, assuming values in the set of non-negative integers, and suppose further that both E(S) and E(X) are integers satisfying E(S) ≥ E(X). We establish a sufficient condition for the tail probability P(S ≥ E(S)) to be larger than the tail P(S + X ≥ E(S + X)), when the mean of S is equal to the mode. Subject (negative) binomial distributionPoisson distributionSimmons’ inequalitysums of independent random variablestail comparisons To reference this document use: http://resolver.tudelft.nl/uuid:47bdef5b-7780-4f59-925e-737c53cb9dd1 DOI https://doi.org/10.37190/0208-4147.00050 ISSN 0208-4147 Source Probability and Mathematical Statistics, 42 (1), 133-141 Part of collection Institutional Repository Document type journal article Rights © 2022 R.J. Fokkink, Symeon Papavassiliou, Christos Pelekis Files PDF g00050.pdf 275.7 KB Close viewer /islandora/object/uuid:47bdef5b-7780-4f59-925e-737c53cb9dd1/datastream/OBJ/view