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    鲁大伟

    • 教授     博士生导师   硕士生导师
    • 任职 : 统计与金融研究所所长
    • 性别:男
    • 毕业院校:大连理工大学
    • 学位:博士
    • 所在单位:数学科学学院
    • 学科:概率论与数理统计. 金融数学与保险精算
    • 办公地点:数学科学学院,π空间,512室

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    Some improved tail bounds for the sum of variables with geometric distribution

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    论文类型:期刊论文

    发表时间:2021-01-10

    发表刊物:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

    卷号:49

    期号:22

    页面范围:5427-5435

    ISSN号:0361-0926

    关键字:Geometric distribution; tail probability; probability generating function; inequalities

    摘要: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).