Samuels' lower-tail product 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 T=1+δT=1+\delta with δ>0\delta>0. Samuels' conjecture.

P(Z<T)≥min⁡1≤i≤n∏j=1i(1−μjT−∑k=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.

References

Primary source

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

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