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Bounds for the mean of the minimum of binomial random variables

  1. Jun 15, 2010 #1
    Dear Friends,
    I want to find an upper and lower bound for the expected value of the minimum of independent binomial random variables. What paper/book do you suggest for this problem?

    In other words, I need to find bounds for E(min(X1,X2,...,Xn)), where Xi 's are independent random variables with binomial distribution.

    Thanks in advance.
     
  2. jcsd
  3. Jun 15, 2010 #2

    EnumaElish

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    Why do you need bounds, have you thought of deriving/computing the expected value directly?
     
  4. Jun 16, 2010 #3
    There is not any close formula for the cdf of binomial distribution. Hence, it seems that the minimum can not be evaluated theoretically. As a result of this, I prefer to find some upper and lower bounds for it.
     
  5. Jun 17, 2010 #4

    EnumaElish

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