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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables
S. V. Nagaev Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
We derive lower bounds for probabilities of large deviations of sums of independent random variables in terms of tail probabilities for the number of successes in nonhomogeneous Bernoulli trials. These bounds are convenient if the Lyapunov ratio is great, and also in the case of bounded summands.
Keywords:
binomial distribution, large deviations, Poisson distribution, Lyapunov ratio, Bernoulli trials, Cramer theorem.
Received: 08.02.1999
Citation:
S. V. Nagaev, “Lower Bounds for Probabilities of Large Deviations of Sums of Independent Random Variables”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 785–792; Theory Probab. Appl., 46:4 (2002), 728–735
Linking options:
https://www.mathnet.ru/eng/tvp3825https://doi.org/10.4213/tvp3825 https://www.mathnet.ru/eng/tvp/v46/i4/p785
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