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arXiv 2603.09019math.PR
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关于泊松三项分布结构的研究

On the structure of the Poisson trinomial distribution

Graduate School of Business Columbia University(哥伦比亚大学商学院);Department of Mathematics Dartmouth College(达特茅斯学院数学系)

Mark Broadie, Ina Petkova

AI总结:

本文研究了泊松三项分布的结构,证明其概率质量函数分裂为两部分,每部分归一化后为泊松二项分布,并展示了极值间的距离限制。

摘要:

我们研究了取值为0、1/2或1的独立随机变量之和。我们证明了该和的概率质量函数分裂为两部分:一部分支持于整数,另一部分支持于半整数。每部分归一化后都是泊松二项分布,因此是对数凹的,具有一个或两个极值。我们还证明了每个条件均值(根据是整数还是半整数)都位于无条件均值的1/2以内。因此,两个条件分布的任何两个极值之间相距不超过5/2。

英文摘要:

We study sums of independent random variables that take values $0$, $1/2$, or $1$. We show that the probability mass function of the sum splits into two interleaved parts: one supported on the integers and the other supported on the half-integers. Each part, when normalized, is a Poisson binomial distribution and hence log-concave with one or two modes. We also prove that each of the two conditional means (conditioning on being an integer or a half-integer) lies within $1/2$ of the unconditional mean. As a consequence, any two modes of the two conditional distributions are within $5/2$ of each other.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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