Samuels' lower-tail product conjecture

From papers

Let nZ1n \in \mathbb{Z}_{\ge 1}, let μ1μn>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 T=1+δT=1+\delta with δ>0\delta>0. Samuels' conjecture.

P(Z<T)min1inj=1i(1μjTk=i+1nμk).P(Z<T)\ge \min_{1\le i\le n}\prod_{j=1}^i\left(1-\frac{\mu_j}{T-\sum_{k=i+1}^n\mu_k}\right).

This is a related conjecture of Samuels concerning the lower tail of a weighted sum of independent non-negative random variables. The source states that Samuels' conjecture implies Feige's conjecture, but provides no resolution of Samuels' conjecture here.

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Sources & referencesView supporting material

Primary source

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

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