Bounds for the mean of the minimum of binomial random variables

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Discussion Overview

The discussion revolves around finding upper and lower bounds for the expected value of the minimum of independent binomial random variables. Participants explore the theoretical challenges associated with directly computing this expected value and consider alternative approaches, including bounding techniques.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant seeks recommendations for papers or books that provide bounds for E(min(X1,X2,...,Xn)), where Xi are independent binomial random variables.
  • Another participant questions the need for bounds and suggests considering the direct computation of the expected value.
  • A participant notes the lack of a closed formula for the cumulative distribution function (cdf) of the binomial distribution, indicating that this complicates the theoretical evaluation of the minimum.
  • Another participant references a specific floor-sum expression related to the cdf of the binomial distribution, implying that there may be some existing formulations that could be relevant.

Areas of Agreement / Disagreement

Participants express differing views on the necessity of finding bounds versus computing the expected value directly. There is no consensus on the best approach to take, and the discussion remains unresolved regarding the most effective method for addressing the problem.

Contextual Notes

Participants highlight the absence of a closed formula for the cdf of the binomial distribution as a limitation in evaluating the expected value of the minimum. This suggests that assumptions about the feasibility of direct computation may need to be reconsidered.

soroush1358
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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.
 
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Why do you need bounds, have you thought of deriving/computing the expected value directly?
 
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.
 

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