Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments

被引：0

作者：

Nagaev, SV ^{[1
]}

机构：

[1] Sobolev Math Inst, Novosibirsk 630090, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1998年 / 42卷 / 03期

关键词：

large deviations; truncated pseudomoments; standard normal law;

D O I：

10.1137/S0040585X97976349

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An estimate is obtained for the probability of large deviations of the sum of independent random variables which uses the closeness of the distributions of summands to the Gaussian distribution.

引用

页码：520 / A528

页数：9

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