A LOWER BOUND FOR THE SUM OF INDEPENDENTLY DISTRIBUTED CONTINOUS RANDOM VARIABLES

Abstract

The Chernoff bound is widely used to upper bound the distribution function of the sum of independent and identically distributed random variables. For the case of continuous variables with finite third moments, a lower bound is derived with exponential behavior identical to that of the upper bound and with a coefficient which, for large n, behaves as 1/square root of n. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 26, 1961
Accession Number
AD0266826

Entities

People

  • B. Reiffen

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Distribution Functions
  • Mathematics
  • Random Variables
  • Square Roots

Fields of Study

  • Mathematics

Readers

  • Statistical inference.