Median monotonicity and bounds conjecture for the McKay Type I distribution

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Let ϕ=bc/(c2−1)\phi=bc/(c^2-1), and let Zm,c,ϕZ_{m,c,\phi} be a McKay Type I random variable with parameters mm, bb, and cc. Fix m>−1/2m>-1/2 and ϕ>0\phi>0, and let

G1∼Γ(m+1/2,(2ϕ)−1),G2∼Γ(2m+1,1/ϕ).G_1\sim\Gamma(m+1/2,(2\phi)^{-1}),\qquad G_2\sim\Gamma(2m+1,1/\phi).

McKay Type I median conjecture. The function ϕ↦Med⁡(Zm,c,ϕ)\phi\mapsto\operatorname{Med}(Z_{m,c,\phi}) is strictly increasing for c∈(1,∞)c\in(1,\infty). Consequently,

Med⁡(G1)<Med⁡(Zm,c,ϕ)<Med⁡(G2).\operatorname{Med}(G_1)<\operatorname{Med}(Z_{m,c,\phi})<\operatorname{Med}(G_2).

For m>−1/2m>-1/2,

(2m+1−log⁡2)ϕ<(2m+1)ϕe−log⁡2/(2m+1)<Med⁡(Zm,c,ϕ)<(2m+1)ϕe−1/(3(2m+1))<(2m+23+118(2m+1))ϕ,(2m+1-\log2)\phi<(2m+1)\phi e^{-\log2/(2m+1)}<\operatorname{Med}(Z_{m,c,\phi})< (2m+1)\phi e^{-1/(3(2m+1))}<\left(2m+\frac23+\frac{1}{18(2m+1)}\right)\phi,

and, for m≥1/2m\geq1/2,

(2m+1/3)ϕ<Med⁡(Zm,c,ϕ)≤(2m+log⁡2)ϕ.(2m+1/3)\phi<\operatorname{Med}(Z_{m,c,\phi})\leq(2m+\log2)\phi.

The source gives these as conjectured monotonicity and bounds, with no resolution supplied.

References

Primary source

Robert E. Gaunt and Milan Merkle, “On bounds for the mode and median of the generalized hyperbolic and related distributions”, arXiv:2002.01884 (2020).

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