An optimal upper bound on the tail probability for sums of random variables
Document Type
Article
Publication Date
10-22-2019
Department
Department of Mathematical Sciences
Abstract
Let $s$ be any given real number. An explicit construction is provided of random variables (r.v.'s) $X$ and $Y$ such that $\sup{P}(X+Y\ge s)$ is attained, where the $\sup$ is taken over all r.v.'s $X$ and $Y$ with given distributions.
Publication Title
Theory of Probability & Its Applications
Recommended Citation
Pinelis, I.
(2019).
An optimal upper bound on the tail probability for sums of random variables.
Theory of Probability & Its Applications,
64(3), 474-480.
http://doi.org/10.1137/S0040585X97T989635
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/1175
