Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case (Q2462010)
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scientific article; zbMATH DE number 5214069
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| English | Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case |
scientific article; zbMATH DE number 5214069 |
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Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case (English)
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23 November 2007
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tail distributions
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tail probabilities
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quantile approximation
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Hoffmann-Jørgensen/Klass-Nowicki inequality
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0.8943339586257935
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0.8488944172859192
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0.7714169025421143
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