Tail bounds for sum of gamma variables and related inferences

DOI10.1080/03610926.2020.1756329OpenAlexW3023492273MaRDI QIDQ5079832FDOQ5079832

Authors: Li Wang, Ting Ma 

Publication date: 30 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1756329

zbMATH Keywords

characteristic functionstail boundsgamma variablesbinomial variables

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Statistics (62-XX) Inequalities; stochastic orderings (60E15)

Cites Work

• Concentration inequalities. A nonasymptotic theory of independence
• Mathematical Statistics
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
• A tail bound for sums of independent random variables and application to the Pareto distribution
• Tail bounds for sums of geometric and exponential variables
• On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
• A refined Hoeffding's upper tail probability bound for sum of independent random variables

Cited In (1)

• A statistical learning view of simple kriging

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