Does This Probabilistic Inequality Hold for IID Random Variables?

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Discussion Overview

The discussion revolves around the validity of a probabilistic inequality involving non-negative independent and identically-distributed (IID) random variables. Participants explore whether the inequality holds under various conditions and for different numbers of random variables.

Discussion Character

  • Debate/contested

Main Points Raised

  • One participant proposes the inequality P(x_{1}+x_{2}+x_{3}+x_{4}<2\delta) ≤ 2P(x_{1}<\delta) for IID random variables and seeks validation.
  • Another participant suggests that the inequality might hold even without the independence assumption, indicating a potential broader applicability.
  • A follow-up question is raised regarding the inequality for six random variables, specifically P(x_{1}+x_{2}+x_{3}+x_{4}+x_{5}+x_{6}<3\delta) ≤ 2P(x_{1}<\delta), questioning its validity.
  • Further, a participant notes that changing the constant from 2 to 3 in the inequality seems to hold true, using a similar reasoning as before, but raises a question about the case when the variables are Bernoulli.

Areas of Agreement / Disagreement

Participants express uncertainty regarding the validity of the proposed inequalities, with no consensus reached on whether they hold under the specified conditions.

Contextual Notes

Participants do not clarify the assumptions regarding the distribution of the random variables or the implications of changing the constants in the inequalities, leaving these aspects unresolved.

forumfann
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Suppose x_1,x_2,x_3,x_4 are non-negative Independent and identically-distributed random variables, is it true that <br /> P\left(x_{1}+x_{2}+x_{3}+x_{4}&lt;2\delta\right)\leq2P\left(x_{1}&lt;\delta\right) for any \delta&gt;0?

Any answer or suggestion will be highly appreciated!
 
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This might well hold without the independence assumption. Use x1+x2+x3+x4>=x1+x2 then consider the cases x1<d and x1>=d separately.
 
Thanks. But then is it true that P\left(x_{1}+x_{2}+x_{3}+x_{4}+x_{5}+x_{6}&lt;3\delta\right)\leq2P\left(x_{1}&lt;\delta\right) for any \delta&gt;0 ?
 
Last edited:
forumfann said:
Thanks. But then is it true that P\left(x_{1}+x_{2}+x_{3}+x_{4}+x_{5}+x_{6}&lt;3\delta\right)\leq2P\left(x_{1}&lt;\delta\right) for any \delta&gt;0 ?

This is not easy. Change the 2 to 3 and it is certainly true (using same method as before). What if the variables are Bernoulli, does the inequality hold?
 

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