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1994 | OriginalPaper | Buchkapitel

On the Distribution of the Number of Successes in Independent Trials

verfasst von : Wassily Hoeffding

Erschienen in: The Collected Works of Wassily Hoeffding

Verlag: Springer New York

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Let S be the number of successes in n independent trials, and let pi denote the probability of success in the jth trial, j = 1, 2, …, n (Poisson trials). We consider the problem of finding the maximum and the minimum of Eg(S), the expected value of a given real-valued function of S, when ES = np is fixed. It is well known that the maximum of the variance of S is attained when p1 = p2 = … = pn = p This can be interpreted as showing that the variability in the number of successes is highest when the successes are equally probable (Bernoulli trials). This interpretation is further supported by the following two theorems, proved in this paper. If b and c are two integers, 0 ≦,b≦np≦c≦n, the probability P(b ≦S ≦ c) attains its minimum if and only if p1 = p2 = … = pn = p, unless b = 0 and c = n (Theorem 5, a corollary of Theorem 4, which gives the maximum and the minimum of P(S ≦ cc)). If g is a strictly convex function, Eg(S) attains its maximum if and only if p1 = p2 = … = pn = p (Theorem 3). These results are obtained with the help of two theorems concerning the extrema of the expected value of an arbitrary function g(S) under the condition ES = np. Theorem 1 gives necessary conditions for the maximum and the minimum of Eg(S). Theorem 2 gives a partial characterization of the set of points at which an extremum is attained. Corollary 2.1 states that the maximum and the minimum are attained when p1, p2, …, pn take on, at most, three different values, only one of which is distinct from 0 and 1. Applications of Theorems 3 and 5 to problems of estimation and testing are pointed out in Section 5.

Metadaten
Titel
On the Distribution of the Number of Successes in Independent Trials
verfasst von
Wassily Hoeffding
Copyright-Jahr
1994
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-0865-5_19