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A note on sums of independent random variables | | Pawe{l} Hitczenko
; Stephen Montgomery-Smith
; | | Date: |
14 Apr 1998 | | Journal: | Advances in Stochastic Inequalities, Ed.: T. Hill and C. Houdre, Contemporary Mathematics 234, A.M.S., Providence R.I., 1999 | | Subject: | Probability; Functional Analysis MSC-class: 60G50 | math.PR math.FA | | Abstract: | 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. | | Source: | arXiv, math.PR/9804068 | | Services: | Forum | Review | PDF | Favorites | |
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