Some improved tail bounds for the sum of variables with geometric distribution
Release Time:2021-06-15 Hits:
Indexed by: Journal Article
Date of Publication: 2021-01-10
Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume: 49
Issue: 22
Page Number: 5427-5435
ISSN: 0361-0926
Key Words: Geometric distribution; tail probability; probability generating function; inequalities
Abstract: In this paper, compared with the results in Janson (2018), we provide some improved explicit bounds for the tail probabilities of the sum of independent geometric variables with their expectations and variances. Particularly, in some cases, we demonstrate that our bounds are sharper than the ones in Janson (2018).