On Stochastic Orders for Sums of Independent Random Variables
نویسندگان
چکیده
منابع مشابه
On the Complete Convergence ofWeighted Sums for Dependent Random Variables
We study the limiting behavior of weighted sums for negatively associated (NA) random variables. We extend results in Wu (1999) and a theorem in Chow and Lai (1973) for NA random variables.
متن کاملStrong Laws for Weighted Sums of Negative Dependent Random Variables
In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.
متن کاملOn large deviations for sums of independent random variables
This paper considers large deviation results for sums of independent random variables, generalizing the result of Petrov (1968) by using a weaker and more natural condition on bounds of the cumulant generating functions of the sequence of random variables. MSC 60F10, 60G50, 62E20.
متن کاملEstimating Sums of Independent Random Variables
The paper deals with a problem proposed by Uriel Feige in 2005: if X1, . . . , Xn is a set of independent nonnegative random variables with expectations equal to 1, is it true that P ( ∑n i=1 Xi < n + 1) > 1 e ? He proved that P ( ∑n i=1Xi < n + 1) > 1 13 . In this paper we prove that infimum of the P ( ∑n i=1Xi < n + 1) can be achieved when all random variables have only two possible values, a...
متن کاملOn large deviations of sums of independent random variables
Extensions of some limit theorems are proved for tail probabilities of sums of independent identically distributed random variables satisfying the one-sided or two-sided Cramér’s condition. The large deviation x-region under consideration is broader than in the classical Cramér’s theorem, and the estimate of the remainder is uniform with respect to x. The corresponding asymptotic expansion with...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2002
ISSN: 0047-259X
DOI: 10.1006/jmva.2000.1982