Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case

DOI10.1214/EJP.V12-452MaRDI QIDQ2462010zbMATH OpenOpenAlexFDO

Authors Michael J. Klass, Krzysztof Nowicki

Publication date 23 November 2007

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/128203

zbMATH Keywords

tail probabilitiestail distributionsquantile approximationHoffmann-Jørgensen/Klass-Nowicki inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Probabilistic methods in Banach space theory (46B09)

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• Exact Bounds on the Truncated-Tilted Mean, with Applications
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