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Finding areas in the upper tail of the Standard Normal Distribution

✍ Scribed by Nigel Smeeton


Book ID
111016506
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
67 KB
Volume
15
Category
Article
ISSN
0141-982X

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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