Tail probability distribution for sums of variables belonging to three different distributions











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Assume we have given a natural number $N$, two sets $C$ and $D$ with cardinality $c,(N-c)$ respectively and random variables $e_{ij}$, where $i,j in {1,2,...,N}$.
Moreover these $e_{ij}$'s follow three different distributions depending on the indices:
$$ e_{ij} sim distr1 quad text{if $(i,j)in Dtimes D$} \
quad quad quad quad sim distr2 quad text{if $(i,j)in Ctimes D$ or $D times C$} \
quad sim distr3 quad text{if $(i,j)in Ctimes C$}
$$



For simplicity one can assume they are normal and all are independent.



I am interested in calculating the tail probability
$$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^N mid sum_{j=1}^{N-1}(e_{ij}-e_{ji} )mid > x)$$



My idea was to divide the terms depending to the 3 different cases: i.e.
$$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^n mid sum_{j=1}^{n-1}(e_{ij}-e_{ji} )mid > x) \= mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}(sum_{i in C} midsum_{j in C} sum_{j in D}(e_{ij}-e_{ji} ) mid + sum_{i in D} mid sum_{j in C}sum_{j in D}(e_{ij}-e_{ji} )mid )>x$$



And I could also split the first sum, which is summing over all random variables into
$$sum_{i,j}e_{ij}=sum_{i,j in C} e_{ij}+ (sum_{iin C,j in D} e_{ij} + sum_{iin D ,j in C} e_{ij}) + sum_{i,j in D} e_{ij}$$



But now I don't know how to proceed...



Any help is appreciated










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    up vote
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    down vote

    favorite












    Assume we have given a natural number $N$, two sets $C$ and $D$ with cardinality $c,(N-c)$ respectively and random variables $e_{ij}$, where $i,j in {1,2,...,N}$.
    Moreover these $e_{ij}$'s follow three different distributions depending on the indices:
    $$ e_{ij} sim distr1 quad text{if $(i,j)in Dtimes D$} \
    quad quad quad quad sim distr2 quad text{if $(i,j)in Ctimes D$ or $D times C$} \
    quad sim distr3 quad text{if $(i,j)in Ctimes C$}
    $$



    For simplicity one can assume they are normal and all are independent.



    I am interested in calculating the tail probability
    $$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^N mid sum_{j=1}^{N-1}(e_{ij}-e_{ji} )mid > x)$$



    My idea was to divide the terms depending to the 3 different cases: i.e.
    $$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^n mid sum_{j=1}^{n-1}(e_{ij}-e_{ji} )mid > x) \= mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}(sum_{i in C} midsum_{j in C} sum_{j in D}(e_{ij}-e_{ji} ) mid + sum_{i in D} mid sum_{j in C}sum_{j in D}(e_{ij}-e_{ji} )mid )>x$$



    And I could also split the first sum, which is summing over all random variables into
    $$sum_{i,j}e_{ij}=sum_{i,j in C} e_{ij}+ (sum_{iin C,j in D} e_{ij} + sum_{iin D ,j in C} e_{ij}) + sum_{i,j in D} e_{ij}$$



    But now I don't know how to proceed...



    Any help is appreciated










    share|cite|improve this question


























      up vote
      2
      down vote

      favorite









      up vote
      2
      down vote

      favorite











      Assume we have given a natural number $N$, two sets $C$ and $D$ with cardinality $c,(N-c)$ respectively and random variables $e_{ij}$, where $i,j in {1,2,...,N}$.
      Moreover these $e_{ij}$'s follow three different distributions depending on the indices:
      $$ e_{ij} sim distr1 quad text{if $(i,j)in Dtimes D$} \
      quad quad quad quad sim distr2 quad text{if $(i,j)in Ctimes D$ or $D times C$} \
      quad sim distr3 quad text{if $(i,j)in Ctimes C$}
      $$



      For simplicity one can assume they are normal and all are independent.



      I am interested in calculating the tail probability
      $$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^N mid sum_{j=1}^{N-1}(e_{ij}-e_{ji} )mid > x)$$



      My idea was to divide the terms depending to the 3 different cases: i.e.
      $$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^n mid sum_{j=1}^{n-1}(e_{ij}-e_{ji} )mid > x) \= mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}(sum_{i in C} midsum_{j in C} sum_{j in D}(e_{ij}-e_{ji} ) mid + sum_{i in D} mid sum_{j in C}sum_{j in D}(e_{ij}-e_{ji} )mid )>x$$



      And I could also split the first sum, which is summing over all random variables into
      $$sum_{i,j}e_{ij}=sum_{i,j in C} e_{ij}+ (sum_{iin C,j in D} e_{ij} + sum_{iin D ,j in C} e_{ij}) + sum_{i,j in D} e_{ij}$$



      But now I don't know how to proceed...



      Any help is appreciated










      share|cite|improve this question















      Assume we have given a natural number $N$, two sets $C$ and $D$ with cardinality $c,(N-c)$ respectively and random variables $e_{ij}$, where $i,j in {1,2,...,N}$.
      Moreover these $e_{ij}$'s follow three different distributions depending on the indices:
      $$ e_{ij} sim distr1 quad text{if $(i,j)in Dtimes D$} \
      quad quad quad quad sim distr2 quad text{if $(i,j)in Ctimes D$ or $D times C$} \
      quad sim distr3 quad text{if $(i,j)in Ctimes C$}
      $$



      For simplicity one can assume they are normal and all are independent.



      I am interested in calculating the tail probability
      $$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^N mid sum_{j=1}^{N-1}(e_{ij}-e_{ji} )mid > x)$$



      My idea was to divide the terms depending to the 3 different cases: i.e.
      $$mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}sum_{i=1}^n mid sum_{j=1}^{n-1}(e_{ij}-e_{ji} )mid > x) \= mathbb{P}(sum_{i,j}e_{ij}-frac{1}{2}(sum_{i in C} midsum_{j in C} sum_{j in D}(e_{ij}-e_{ji} ) mid + sum_{i in D} mid sum_{j in C}sum_{j in D}(e_{ij}-e_{ji} )mid )>x$$



      And I could also split the first sum, which is summing over all random variables into
      $$sum_{i,j}e_{ij}=sum_{i,j in C} e_{ij}+ (sum_{iin C,j in D} e_{ij} + sum_{iin D ,j in C} e_{ij}) + sum_{i,j in D} e_{ij}$$



      But now I don't know how to proceed...



      Any help is appreciated







      probability probability-theory probability-distributions






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      edited Nov 13 at 12:42

























      asked Nov 3 at 12:48









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