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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 2, Pages 254–263
(Mi tvp3214)
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This article is cited in 27 scientific papers (total in 27 papers)
Some inequalities for the distributions of sums of independent random variables
S. V. Nagaev, I. F. Pinelis Novosibirsk
Abstract:
Let $X_i$, $i=\overline{1,n}$ be independent random variables,
$$
S_n=\sum_1^nX_i,\ F_i(x)=\mathbf P(X_i<x),\ \overline{\alpha}_k=\int_0^\infty x^t\,dF_k(x).
$$
Upper estimates are given for $\mathbf P(S_n\ge x)$ in terms of the sum
$$
\sum_{1\le i_1\le\dots\le i_p\le n}\overline{\alpha}_{i_1}\dots\overline{\alpha}_{i_p}.
$$
Upper and lower estimates are obtained for $\mathbf M|S_n|^t$, $t>2$.
Received: 05.05.1975
Citation:
S. V. Nagaev, I. F. Pinelis, “Some inequalities for the distributions of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 22:2 (1977), 254–263; Theory Probab. Appl., 22:2 (1978), 248–256
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https://www.mathnet.ru/eng/tvp3214 https://www.mathnet.ru/eng/tvp/v22/i2/p254
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Abstract page: | 341 | Full-text PDF : | 205 |
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