Difference between revisions of "Notes:Mdm of a discrete distribution lemma"

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(Adding in new statement)
(Added an updated statement)
 
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__TOC__{{ProbMacros}}{{M|\newcommand{\Floor}[1]{ \text{Floor}{\left({#1}\right)} } }}
 
__TOC__{{ProbMacros}}{{M|\newcommand{\Floor}[1]{ \text{Floor}{\left({#1}\right)} } }}
 +
=UPDATES=
 +
==Caveats==
 +
This all requires that {{M|\lambda\ge 0}} for a start, else floor isn't defined, and {{M|\alpha,\beta\ge 0}} too. I am sure the result is right but PROOFS ARE NEEDED
 
==New statement==
 
==New statement==
 
We have the following:
 
We have the following:
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We claim:
 
We claim:
 
* {{MM|S\eq\sum_{k\eq\alpha}^{\text{Min}(\text{Floor}(\lambda),\beta)}(\lambda-k)f(k)+\sum_{k\eq\text{Min}(\text{Floor}(\lambda),\beta)+1}^\beta(k-\lambda)f(k)}}
 
* {{MM|S\eq\sum_{k\eq\alpha}^{\text{Min}(\text{Floor}(\lambda),\beta)}(\lambda-k)f(k)+\sum_{k\eq\text{Min}(\text{Floor}(\lambda),\beta)+1}^\beta(k-\lambda)f(k)}}
 +
===Proof===
 +
We have (sort of) proved the case where {{M|\beta\ge\text{Min}(\text{Floor}(\lambda),\beta)+1}} already. As in this case the second [[summation]] has at least one term. As is convention with ''[[summations]]'' the {{M|\sum^b_{k\eq a}c_k}} for {{M|b<a}} is {{M|0}}.
 +
 +
 +
A complete proof will look something like this:
 +
* Define {{M|\gamma:\eq\text{Min}(\text{Floor}(\lambda),\beta)}}
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** So we claim that {{MM|S\eq\sum^\gamma_{k\eq\alpha}(\lambda-k)f(k)+\sum^\beta_{k\eq\gamma+1}(k-\lambda)f(k) }}
 +
=Original notes=
 
==Page notes==
 
==Page notes==
 
Let {{M|X}} be a distribution defined on {{M|\mathbb{Z} }} or a subset, which we will denote {{M|A}}, that is {{M|\P{X\eq k} }} is defined for all {{M|k\in A}} and there is no set of which {{M|A}} is a [[strict subset]] with {{M|\P{X\eq k} }} defined for all k within it.
 
Let {{M|X}} be a distribution defined on {{M|\mathbb{Z} }} or a subset, which we will denote {{M|A}}, that is {{M|\P{X\eq k} }} is defined for all {{M|k\in A}} and there is no set of which {{M|A}} is a [[strict subset]] with {{M|\P{X\eq k} }} defined for all k within it.

Latest revision as of 01:31, 22 January 2018

UPDATES

Caveats

This all requires that λ0 for a start, else floor isn't defined, and α,β0 too. I am sure the result is right but PROOFS ARE NEEDED

New statement

We have the following:

  • Let α,βN0 be given with αβ (Template:WLOG - swap as required)
  • Let f:{α,α+1,,β1,β}R be given
  • Let λR be given

The task is to evaluate the following summation:

  • S:=βk=α|kλ|f(k)

We claim:

  • S=Min(Floor(λ),β)k=α(λk)f(k)+βk=Min(Floor(λ),β)+1(kλ)f(k)

Proof

We have (sort of) proved the case where βMin(Floor(λ),β)+1 already. As in this case the second summation has at least one term. As is convention with summations the bk=ack for b<a is 0.


A complete proof will look something like this:

  • Define γ:=Min(Floor(λ),β)
    • So we claim that S=γk=α(λk)f(k)+βk=γ+1(kλ)f(k)

Original notes

Page notes

Let X be a distribution defined on Z or a subset, which we will denote A, that is P[X=k] is defined for all kA and there is no set of which A is a strict subset with P[X=k] defined for all k within it.

  • This definition might be too general.

Statement

Below we show

  • for nFloor(λ)+1 then:
    • nk=0|kλ|f(k)=Floor(λ)k=0(λk)f(k)+nk=Floor(λ)+1(kλ)f(k)
  • if n<Floor(λ)+1 then we need to put like Min(Floor(λ),n) as the end value for the first sum, the modifications are trivial.

We need to modify this slightly for a sum between k=α to k=β say - but this is certainly a good result for now.

(ORIGINAL STUFF)

Let's just go ahead and state it:

Original statement

Let:

  • S:=k=0|kλ|f(k)
    [Note 1]
    • We claim:
      • S=Floor(λ)k=0(λk)f(k)+k=Floor(λ)+1(kλ)f(k)

Proof

Let:

  • S:=k=0|kλ|f(k)
    • To evaluate this we must break the range {0,1,2,,n1,n,n+1,} into a region for which
      1. |kλ|=kλ - meaning that kλ0 kλ and
      2. |kλ|=λk meaning that kλ0 kλ
    • When calculating such Mdms we often use the floor function to break the domain, breaking it around Floor(λ)

(Not sure where to take this)

Paper-style proof

Here's what I did on paper:

  1. I used the "floor corollary"[Note 2] which states:
    • (It may have multiple forms, they all basically say the same thing)
      1. PRIMARY FORM: xR0[Floor(x)x<Floor(x)+1]
      2. ... the other forms will be slightly more detailed, for example if xR0N0 then Floor(x)<x<Floor(x)+1
  2. We look at the k=0 forward case, and we see that if we sum over k for k from 0 to Floor(λ) that:
    • 0kFloor(λ)λ<Floor(λ)+1
      • Specifically 0kFloor(λ)
    • So for 0kFloor(λ)λ we see that kλ  kλ0, so:
      • for 0kFloor(λ)λ we have λk0 and thus |kλ|=|λk|=λk as λk0 in this range
        • Specifically: 0kFloor(λ) means |kλ|=λk
    • So Floor(λ)k=0|kλ|f(k)=Floor(λ)k=0(λk)f(k)
      - the first part of our sum
  3. Now suppose we are summing to n for n>Floor(λ) then:
    • As λ<Floor(λ)+1n we see for the range k{Floor(λ)+1, Floor(λ)+2, , n} we have λ<Floor(λ)+1kn - specifically λ<k
      • So 0<kλ which we shall write: kλ>0
    • Now if kλ>0 then |kλ=kλ when the λ<k condition holds
      • Thus for Floor(λ)+1kn we have |kλ|=kλ
    • So nk=Floor(λ)+1|kλ|f(k)=nk=Floor(λ)+1(kλ)f(k)
  4. Lastly we note that {0,,Floor(λ)}{Floor(λ)+1,,n} is the domain we intended to sum over

To get the stated result note that k=0ak:=limn(nk=0ak) (by definition of limit of a series


To conclude:

  • for nFloor(λ)+1 then:
    • nk=0|kλ|f(k)=Floor(λ)k=0(λk)f(k)+nk=Floor(λ)+1(kλ)f(k)
  • if n<Floor(λ)+1 then we need to put like Min(Floor(λ),n) as the end value for the first sum, the modifications are trivial.

Notes

  1. Jump up For f(k):=P[X=k] and λ:=E[X] we get:
    • k=0|kE[X]|P[X=k]
    Which if course is the Mdm of X - provided X is defined on N0 and no set of which N0 is a proper subset
  2. Jump up which should be on the floor function page but isn't there at time of writing (sig doesn't work? So: 21st of Jan 2018 ~ 9pm)