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A study on the F-distribution motivated by Chvátal's theorem

2024/09/14 by Qianqian Zhou, Peng Lü, Zhou, Qianqian +3
Decision Sciences · #Probability and Risk Models

paper · pdf · doi:10.48550/arxiv.2409.09420

Abstract

Let Xd1, d2 be an F-random variable with parameters d1 and d2, and expectation E[Xd1, d2]. In this paper, for any κ>0, we investigate the infimum value of the probability P(Xd1, d2≤ κE[Xd1, d2]). Our motivation comes from Chvátal's theorem on the binomial distribution.

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