Using the Importance Sampling Identity to Bound Tail Probabilities

DOI10.1017/S0269964800005313zbMath0966.60011MaRDI QIDQ4950726

Sheldon M. Ross

Publication date: 9 April 2000

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

moment boundChernoff boundtail probability boundschange of measure identityimportance sampling identity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (1)

SOME NEW BOUNDS AND APPROXIMATIONS ON TAIL PROBABILITIES OF THE POISSON AND OTHER DISCRETE DISTRIBUTIONS

Cites Work

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