A Tail Bound For Sums Of Independent Random Variables And Application To The Pareto Distribution
作者： Christophe Chesneau
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摘要: We prove a bound of the tail probability for sum n independent random variables. It can be applied under mild assumptions; variables are not assumed to almost surely absolutely bounded, or admit finite moments all orders. In some cases, it is better than obtained via Fuk-Nagaev inequality. To illustrate this result, we investigate weighted i.i.d. having symmetric Pareto distribution.
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