A criterion for tail events for sums of independent random variables
β Scribed by J. Mineka
- Publisher
- Springer
- Year
- 1973
- Tongue
- English
- Weight
- 322 KB
- Volume
- 25
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let X 1 X n be independent Banach-valued random variables. Let I
In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a com