Finding an upper bound for a probability

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SUMMARY

The discussion focuses on finding a tight upper bound for the probability mass function (pmf) of a random variable k_1, defined by the equation Pr[k_1=l]=∑(l_1+2l_2=l) (N!/(N-l_1-l_2)!l_1!l_2!)p_1^{l_1} p_2^{l_2} (1-(p_1+p_2))^{N-l_1-l_2}. The challenge arises from the lack of individual values for p_1 and p_2, with only their sum known. A suggested approach involves using the inequality p_1^{l_1} p_2^{l_2} ≤ (l_1!l_2!/(l_1+l_2)!)(p_1+p_2)^{l_1+l_2}, although it is noted that this bound is not sufficiently tight.

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  • Understanding of probability mass functions (pmf)
  • Familiarity with combinatorial mathematics and factorial notation
  • Knowledge of inequalities in probability theory
  • Basic grasp of random variables and their distributions
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sabbagh80
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Hi,

I will thank If somebody help me solving this problem.

Consider a random variable k_1 with the given pmf as:

Pr[k_1=l]=\sum_{l_1+2l_2=l} \frac{N!}{(N-l_1-l_2)!l_1!l_2!}p_1^{l_1} p_2^{l_2} (1-(p_1+p_2))^{N-l_1-l_2}where l_1,l_2 \in [0,1,...,l].

but we don't have p_1 and p_2 separately and I know just the value of p_1+p_2.

I want to find at least a good and tight upper bound for the above pmf.

For example; we can use the inequality of p_1^{l_1} p_2^{l_2} \leq \frac{l_1!l_2!}{(l_1+l_2)!}(p_1+p_2)^{l_1+l_2}, but it is not that much tight.

Can everybody help me?
 
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Hi,

I will thank If somebody help me solving this problem.

Consider a random variable k_1 with the given pmf as:

Pr[k_1=l]=\sum_{l_1+2l_2=l} \frac{N!}{(N-l_1-l_2)!l_1!l_2!}p_1^{l_1} p_2^{l_2} (1-(p_1+p_2))^{N-l_1-l_2}


where l_1,l_2 \in [0,1,...,l].

but we don't have p_1 and p_2 separately and I know just the value of p_1+p_2.

I want to find at least a good and tight upper bound for the above pmf.

For example; we can use the inequality of p_1^{l_1} p_2^{l_2} \leq \frac{l_1!l_2!}{(l_1+l_2)!}(p_1+p_2)^{l_1+l_2}, but it is not that much tight.

Can everybody help me?
 

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