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This article is cited in 4 scientific papers (total in 4 papers)
Inequalities for the distribution of a sum of functions of independent random variables
A. M. Zubkov V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
Let $\xi=\sum_{i_1,\dots,i_r=1}^nf_{i_1,\dots,i_r=1}(\zeta_{i_1,\dots,i_r=1})$ where $\zeta_1,\dots,\zeta_n$ are independent random variables and the $f_{i_1,\dots,i_r=1}$ are functions (e.g., taking the values 0 and 1). For cases when “almost all” the summands forming $\xi$ are equal to 0 with a probability close to 1, estimates from above and below are obtained for the quantity $\mathsf P\{\xi=0\}$, as well as upper estimates for the distance in variation between the distribution $\xi$, and the distribution of the “approximating” sum of independent random variables.
Received: 03.03.1977
Citation:
A. M. Zubkov, “Inequalities for the distribution of a sum of functions of independent random variables”, Mat. Zametki, 22:5 (1977), 745–758; Math. Notes, 22:5 (1977), 906–914
Linking options:
https://www.mathnet.ru/eng/mzm8096 https://www.mathnet.ru/eng/mzm/v22/i5/p745
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