Publikationer
Uniform Bounds on the Relative Error in the Approximation of Upper Quantiles for Sums of Arbitrary Independent Random Variables
Avdelning/ar:
Publiceringsår: 2011
Språk: Engelska
Sidor: 16
Dokumenttyp: Opublicerad artikel
Sammanfattning
Disputation
Nyckelord
- Mathematics and Statistics
- Sum of independent random variables
- tail distributions
- tail probabilities
- quantile approximation
- Hofmann-J/orgensen/Klass- Nowicki Inequality
Övrigt
Submitted
