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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