On the structure of the Poisson trinomial distribution

Fuente: arXiv
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Autori principali: Broadie, Mark, Petkova, Ina
Natura: Preprint
Pubblicazione: 2026
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author Broadie, Mark
Petkova, Ina
author_facet Broadie, Mark
Petkova, Ina
contents We study sums of independent random variables that take values $0$, $1/2$, or $1$. We show that the probability mass function of the sum splits into two interleaved parts: one supported on the integers and the other supported on the half-integers. Each part, when normalized, is a Poisson binomial distribution and hence log-concave with one or two modes. We also prove that each of the two conditional means (conditioning on being an integer or a half-integer) lies within $1/2$ of the unconditional mean. As a consequence, any two modes of the two conditional distributions are within $5/2$ of each other.
format Preprint
id arxiv_https___arxiv_org_abs_2603_09019
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle On the structure of the Poisson trinomial distribution
Broadie, Mark
Petkova, Ina
Probability
We study sums of independent random variables that take values $0$, $1/2$, or $1$. We show that the probability mass function of the sum splits into two interleaved parts: one supported on the integers and the other supported on the half-integers. Each part, when normalized, is a Poisson binomial distribution and hence log-concave with one or two modes. We also prove that each of the two conditional means (conditioning on being an integer or a half-integer) lies within $1/2$ of the unconditional mean. As a consequence, any two modes of the two conditional distributions are within $5/2$ of each other.
title On the structure of the Poisson trinomial distribution
topic Probability
url https://arxiv.org/abs/2603.09019