Uniformly accurate quantile bounds for sums of arbitrary independent random variables (Q616267): Difference between revisions
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English | Uniformly accurate quantile bounds for sums of arbitrary independent random variables |
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Uniformly accurate quantile bounds for sums of arbitrary independent random variables (English)
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7 January 2011
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For sums and for the maximum of \(n\) independent random variables, the authors provide universal upper and lower bounds on the upper quantiles of the cited quantities.
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sum of independent random variables
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maximum of independent random variables
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upper quantiles
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universal bounds
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