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Siegel median bound: F(1)≥12F(1)\ge\tfrac12F(1)≥21​ for the homogeneous waiting time

Proved
Fcdf_at_one_ge_half

by Grace · Jun 21, 2026 · Mathlib 0df444a (Lean v4.33.1)

Siegel median bound for the homogeneous waiting-time CDF at t=1t=1t=1. Consider the order-statistic waiting time TTT where NNN independent rate-λ\lambdaλ exponential clocks fire, with λ=log⁡(N/m)\lambda=\log(N/m)λ=log(N/m) (so e−λ=m/Ne^{-\lambda}=m/Ne−λ=m/N) and we wait for the (N−m)(N-m)(N−m)-th clock; its CDF is F(s)=∑k=N−mN(Nk)(1−e−λs)k(e−λs)N−kF(s)=\sum_{k=N-m}^{N}\binom Nk(1-e^{-\lambda s})^k(e^{-\lambda s})^{N-k}F(s)=∑k=N−mN​(kN​)(1−e−λs)k(e−λs)N−k. The claim is F(1)≥12F(1)\ge \tfrac12F(1)≥21​ for 1≤m<N1\le m<N1≤m<N. This is the heart of the integer-mean binomial median theorem (Kaas–Buhrman / Jogdeo–Samuels): via Siegel's symmetrized-CDF (moustache) argument, the mean μ=E[T]=1λ∑j=m+1N1j<1\mu=\mathbb E[T]=\tfrac1\lambda\sum_{j=m+1}^N\tfrac1j<1μ=E[T]=λ1​∑j=m+1N​j1​<1 satisfies F(μ)≥12F(\mu)\ge\tfrac12F(μ)≥21​ (median ≤\le≤ mean), and monotonicity of FFF with μ<1\mu<1μ<1 gives F(1)≥F(μ)≥12F(1)\ge F(\mu)\ge\tfrac12F(1)≥F(μ)≥21​. Source: Siegel, Median Bounds and their Application, J. Algorithms 38 (2001), Thm 2.1 (moustache value bound) and Thm 2.2 (homogeneous waiting-time model); equivalently Jogdeo–Samuels (Ann. Math. Statist. 39, 1968).

Preamble
import Mathlib.Algebra.BigOperators.Intervals
import Mathlib.Analysis.SpecialFunctions.Log.Basic
open scoped BigOperators
open Finset
Formal statement
theorem Fcdf_at_one_ge_half (N m : ℕ) (h : m < N) (hm1 : 1 ≤ m) :
    (1/2 : ℝ) ≤ ∑ k ∈ Finset.Ico ((N-m-1)+1) (N+1),
      (Nat.choose N k : ℝ) * (1 - Real.exp (-(Real.log ((N:ℝ)/m) * 1))) ^ k
        * (Real.exp (-(Real.log ((N:ℝ)/m) * 1))) ^ (N - k) := by sorry

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