A method of approximating expectations of functions of sums of independent random variables

DOI10.1214/aop/1176994415zbMath0463.60023OpenAlexW2084569901MaRDI QIDQ1153607

Michael J. Klass

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994415

zbMATH Keywords

truncated momentsapproximation of integralsapproximation of expectations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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