Uniform Bounds on the Relative Error in the Approximation of Upper Quantiles for Sums of Arbitrary Independent Random Variables-Reference-Cited by-同舟云学术

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Uniform Bounds on the Relative Error in the Approximation of Upper Quantiles for Sums of Arbitrary Independent Random Variables

Published:2015-05-26 Issue:4 Volume:29 Page:1485-1509
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Klass Michael J.,Nowicki Krzysztof

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-015-0615-y.pdf

Reference8 articles.

1. Hahn, M.G., Klass, M.: Approximation of partial sums of arbitrary i.i.d. random variables and the precision of the usual exponential upper bounds. Ann. Probab. 25, 1451–1470 (1997)

2. Hitczenko, P., Montgomery-Smith, S.: Measuring the magnitude of sums of independent random variables. Ann. Probab. 29, 447–466 (2001)

3. Hofmann-Jørgensen, J.: Stochastic inequalities and perfect independence. J. Prog. Probab. 55, 3–34 (2003)

4. Jain, N.C., Pruitt, W.E.: Lower tail probability estimates for subordinates and decreasing random walks. Ann. Probab. 15, 75–102 (1987)

5. Klass, M.: A method of approximating expectations of functions of sums of independent random variables. Ann. Probab. 9, 413–428 (1981)

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