Feige's lower-tail probability conjecture

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Let n∈Z≥1n \in \mathbb{Z}_{\ge 1}, let μ1≥…≥μn>0\mu_1 \ge \dotsc \ge \mu_n > 0 satisfy

μ1+⋯+μn=1,\mu_1+\dotsm+\mu_n=1,

and let X1,…,XnX_1,\dotsc,X_n be independent non-negative random variables with EXi=1EX_i=1 for every ii. Define

Z=∑i=1nμiXi,Z=\sum_{i=1}^n\mu_iX_i,

and let M=max⁡1≤i≤nμi=μ1M=\max_{1\le i\le n}\mu_i=\mu_1, δ>0\delta>0, and T=1+δT=1+\delta. Feige's conjecture.

P(Z<T)≥min⁡(δδ+M,1e).P(Z<T)\ge \min\left(\frac{\delta}{\delta+M},\frac{1}{e}\right).

Feige proved a weaker version with 1/131/13 in place of 1/e1/e; the stated constant is sharp in general, but the conjecture itself is presented here as an unproved conjecture.

References

Primary source

Roland Paulin, “On some conjectures of Samuels and Feige”, arXiv:1703.05152 (2017).

Progress summary

Refreshed
Claimed progress

Recent papers claim progress on simpler versions, but the full conjecture remains unproved.

The conjecture asserts a sharp lower bound for the lower tail of a weighted sum of independent nonnegative mean-one variables. A 2017 paper shows that Samuels’ conjecture would imply it, but does not prove it.

Known results

  • Feige proved a universal bound with 1/131/13 replacing 1/e1/e.
  • The 1/e1/e bound is known for independent log-concave distributions (2022).
  • Sharpness examples are recorded in the 2017 treatment.

2025–2026 claimed advances

An August 2025 manuscript claims the 1/e1/e bound for an unweighted form when δ≥1\delta\geq 1, while leaving 0<δ<10<\delta<1 open. A July 2026 manuscript claims the unweighted case for 0<δ≤10<\delta\leq 1; another claims a different unweighted formulation. These do not establish the weighted statement involving MM, and remain unverified.

Current status (as of September 2026): The unrestricted weighted conjecture remains open; only weaker bounds, special cases, and unverified claims for unweighted variants are recorded.

Sources

Solutions 0

No solutions have been posted yet.