Abstract
We shall need a good bound on the tail distribution of sums of independent random variables bounded by a constant with probability one. Later only the results about sums of independent and identically distributed variables will be interesting for us. We are interested in the question when these estimates give such a good bound as the central limit theorem suggests, and what can be told otherwise.
Keywords
- Tail Distribution
- Identical Distribution
- Gaussian Type Estimates
- Poisson-type Approximations
- Gaussian Comparison
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© 2013 Springer-Verlag Berlin Heidelberg
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Major, P. (2013). Some Estimates About Sums of Independent Random Variables. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_3
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DOI: https://doi.org/10.1007/978-3-642-37617-7_3
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-37616-0
Online ISBN: 978-3-642-37617-7
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