Probability Inequalities for the Sum of Independent Random Variables
Probability Inequalities for the Sum of Independent Random Variables
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DOI：
10.1080/01621459.1962.10482149
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发表时间：
1962-03
影响因子：
3.7
通讯作者：
G. Bennett
中科院分区：
文献类型：
--
作者：
G. Bennett
摘要本文证明了一些不等式，这些不等式改进了已有的独立随机变量和概率分布的上限。所提出的不等式只需要知道和的方差以及组成随机变量的均值和边界。它们适用于组成随机变量数量较少和/或具有不同分布的情况。数据显示，现有的不平等现象有所改善。
Abstract This paper proves a number of inequalities which improve on existing upper limits to the probability distribution of the sum of independent random variables. The inequalities presented require knowledge only of the variance of the sum and the means and bounds of the component random variables. They are applicable when the number of component random variables is small and/or have different distributions. Figures show the improvement on existing inequalities.