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A note on sums of independent random variables

Year: 1998

Type: preprint

Abstract: In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Latała on bounds on moments of such sums. We also give a new proof of Latała's result for nonnegative random variables, and improve one of the constants in his inequality.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.math/9804068

Authors: Hitczenko, Paweł, Montgomery-Smith, Stephen

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W4394659285

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