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Probability Inequalities for the Sum of Independent Random Variables

 

作者: George Bennett,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1962)
卷期: Volume 57, issue 297  

页码: 33-45

 

ISSN:0162-1459

 

年代: 1962

 

DOI:10.1080/01621459.1962.10482149

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper proves a number of inequalities which improve on existing upper limits to the probability distribution of the sum of independent random variables. The inequalities presented require knowledge only of the variance of the sum and the means and bounds of the component random variables. They are applicable when the number of component random variables is small and/or have different distributions. Figures show the improvement on existing inequalities.

 

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