Tail bounds for sum of gamma variables and related inferences

DOI10.1080/03610926.2020.1756329OpenAlexW3023492273MaRDI QIDQ5079832

Li Wang, Ting Ma

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1756329

zbMATH Keywords

characteristic functionstail boundsgamma variablesbinomial variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistics (62-XX) Characteristic functions; other transforms (60E10)

Cites Work

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• Tail bounds for sums of geometric and exponential variables
• A refined Hoeffding's upper tail probability bound for sum of independent random variables
• Mathematical Statistics
• ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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