Optimal binomial, Poisson, and normal left-tail domination for sums of nonnegative random variables

DOI10.1214/16-EJP4474zbMath1338.60061arXiv1503.06482MaRDI QIDQ287718

Iosif Pinelis

Publication date: 23 May 2016

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.06482

zbMATH Keywords

upper boundsmartingalesgeneralized momentsprobability inequalitiessubmartingalessums of random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Related Items (2)

Positive-part moments via characteristic functions, and more general expressions ⋮ Exact lower bounds for the agnostic probably-approximately-correct (PAC) machine learning model

This page was built for publication: Optimal binomial, Poisson, and normal left-tail domination for sums of nonnegative random variables