Uniformly accurate quantile bounds for sums of arbitrary independent random variables
Author
Department/s
Publishing year
2010
Language
English
Pages
1068-1091
Publication/Series
Journal of Theoretical Probability
Volume
23
Document type
Journal article
Publisher
Springer
Topic
- Probability Theory and Statistics
Keywords
- Sum of independent random variables
- Quantile approximation
- Tail probabilities
- Tail distributions
- Hoffmann-Jørgensen/Klass–Nowicki inequality
Status
Published
ISBN/ISSN/Other
- ISSN: 1572-9230