An Optimal Upper Bound on the Tail Probability for Sums of Random Variables

DOI10.1137/S0040585X97T989635zbMath1480.60047OpenAlexW2981595313WikidataQ126986892 ScholiaQ126986892MaRDI QIDQ5240323

Iosif Pinelis

Publication date: 25 October 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989635

zbMATH Keywords

extremal problemsprobability inequalitiessums of random variablestails of distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cites Work

• The Existence of Probability Measures with Given Marginals
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