On the monotonicity of tail probabilities

Journal article (2022)

Authors

R.J. Fokkink Applied Probability - EEMCS , Delft Institute of Applied Mathematics
Symeon Papavassiliou National Technical University of Athens
Christos Pelekis National Technical University of Athens
Research Group
Applied Probability (EEMCS) (TU Delft)
Copyright: © 2022 R.J. Fokkink, Symeon Papavassiliou, Christos Pelekis
DOI: https://doi.org/10.37190/0208-4147.00050
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Published Date

2022

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Applied Probability

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.

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