Inequalities for Sums of Independent Random Variables
نویسندگان
چکیده
منابع مشابه
Moment inequalities for sums of certain independent symmetric random variables
This paper gives upper and lower bounds for moments of sums of independent random variables (Xk) which satisfy the condition that P (|X|k ≥ t) = exp(−Nk(t)), where Nk are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which N(t) = |t| for some fixed 0 < r ≤ 1. This complements work of Glus...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1988
ISSN: 0002-9939
DOI: 10.2307/2047490