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Bounds for tail probabilities of martingales using skewness and kurtosis

✍ Scribed by V. Bentkus; T. Juškevičius

Book ID: 106451672
Publisher: Springer
Year: 2008
Tongue: English
Weight: 129 KB
Volume: 48
Category: Article
ISSN: 0363-1672
DOI: 10.1007/s10986-008-0003-8

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## Abstract Environmental contamination data frequently follow an extremely right skewed distribution, which is often approximated by a log‐normal distribution. For the purpose of risk assessment it is of interest to use the sample data to calculate an upper bound on the population arithmetic mean.