Probabilities of competing binomial random variables

Abstract

Suppose you and your friend both do $n$ tosses of an unfair coin with probability of heads equal to $\alpha$. What is the behavior of the probability that you obtain at least $d$ more heads than your friend if you make $r$ additional tosses? We obtain asymptotic and monotonicity/convexity properties for this competing probability as a function of $n$, and demonstrate surprising phase transition phenomenons as parameters $d,r$ and $\alpha$ vary. Our main tools are integral representations based on Fourier analysis.

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