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Best upper and lower bounds of the generalized binomial distribution

✍ Scribed by A. D. Suprun


Publisher
Springer US
Year
1994
Tongue
English
Weight
303 KB
Volume
30
Category
Article
ISSN
1573-8337

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Upper bounds for the tail of the compoun
✍ E.G. Willmot; X. Lin πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 105 KB

A general upper bound for the tail of the compound negative binomial distribution is constructed. By establishing a connection with the individual risk mode the upper bound is seen to be a (possibly degenerate) mixture of tails of gamma distribution. The bound is sharp in that it is an equality in t