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Preprint
A note on sums of independent random variables
13 Apr 1998
Abstract
Advances in Stochastic Inequalities, Ed.: T. Hill and C. Houdre,
Contemporary Mathematics 234, A.M.S., Providence R.I., 1999 In this note a two sided bound on the tail probability of sums of
independent, and either symmetric or nonnegative, random variables is obtained.
We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We
also give a new proof of Lata{\l}a's result for nonnegative random variables,
and improve one of the constants in his inequality.
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Details
- Title
- A note on sums of independent random variables
- Creators
- Paweł HitczenkoStephen Montgomery-Smith
- Resource Type
- Preprint
- Language
- English
- Academic Unit
- Mathematics
- Other Identifier
- 991020531944404721