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Short Communications
Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments
S. V. Nagaev Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
An estimate is obtained for the probability of large deviations of the sum of independent random variables which uses the closeness of the distributions of summands to the Gaussian distribution.
Keywords:
large deviations, truncated pseudomoments, standard normal law.
Received: 12.05.1996
Citation:
S. V. Nagaev, “Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments”, Teor. Veroyatnost. i Primenen., 42:3 (1997), 615–623; Theory Probab. Appl., 42:3 (1998), 520–528
Linking options:
https://www.mathnet.ru/eng/tvp2004https://doi.org/10.4213/tvp2004 https://www.mathnet.ru/eng/tvp/v42/i3/p615
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Abstract page: | 242 | Full-text PDF : | 166 | First page: | 14 |
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