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Sums of two dependent uniform random variables: a characterization by joint tail bounds
Abstract
Which laws can the sum of two uniform random variables have when nothing is known about how they depend on each other? For three or more uniform summands, convex order gives the answer; for two it does not, and the question has been open. We show that the attainable laws are exactly those that satisfy a family of explicit joint bounds on sums of tail probabilities, one bound for each finite set of thresholds. For laws with a density at most one, convex order alone decides. For densities at most two, convex order implies the simplest of the joint bounds, and the constant two cannot be raised for single-threshold bounds. The number of thresholds a law needs is set by the spacing of its atoms, not by how many atoms it has.
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BibTeX
@misc{chaudhary2026sums,
title = {{Sums of two dependent uniform random variables: a characterization by joint tail bounds}},
author = {Prashant Chaudhary and Kapil Khandelwal},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.24197},
eprint = {2610.24197},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.24197},
}
RIS
TY - UNPB
TI - Sums of two dependent uniform random variables: a characterization by joint tail bounds
AU - Prashant Chaudhary
AU - Kapil Khandelwal
PY - 2026
DA - 2026/10/29
PB - arXiv
DO - 10.48550/arxiv.2610.24197
UR - https://arxiv.org/abs/2610.24197
AB - Which laws can the sum of two uniform random variables have when nothing is known about how they depend on each other? For three or more uniform summands, convex order gives the answer; for two it does not, and the question has been open. We show that the attainable laws are exactly those that satisfy a family of explicit joint bounds on sums of tail probabilities, one bound for each finite set of thresholds. For laws with a density at most one, convex order alone decides. For densities at most two, convex order implies the simplest of the joint bounds, and the constant two cannot be raised for single-threshold bounds. The number of thresholds a law needs is set by the spacing of its atoms, not by how many atoms it has.
ER -