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Uniformly accurate quantile bounds via the truncated moment generating function: The symmetric case

Författare:
Publiceringsår: 2007
Språk: Engelska
Sidor: 1276-1298
Publikation/Tidskrift/Serie: ELECTRONIC JOURNAL OF PROBABILITY
Volym: 12
Dokumenttyp: Artikel
Förlag: UNIV WASHINGTON, DEPT MATHEMATICS

Sammanfattning

Let X-1, X-2,... be independent and symmetric random variables such that S-n = X-1+...+ X-n converges to a finite valued random variable S a. s. and let S* = sup(1 <= n = 2 and the LHS's for y >= 94 and y >= 97, respectively. Although our results are derived primarily for symmetric random variables, they apply to non-negative variates and extend to an absolute value of a sum of independent but otherwise arbitrary random variables.

Disputation

Nyckelord

  • Mathematics and Statistics

Övriga

Published
Yes
  • ISSN: 1083-6489

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