Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 3, pp. 615-623
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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.
Keywords:
large deviations, truncated pseudomoments, standard normal law.
@article{TVP_1997_42_3_a12,
author = {S. V. Nagaev},
title = {Probabilistic inequalities for~sums of~independent random variables in~terms of~truncated pseudomoments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {615--623},
year = {1997},
volume = {42},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_3_a12/}
}
TY - JOUR AU - S. V. Nagaev TI - Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1997 SP - 615 EP - 623 VL - 42 IS - 3 UR - http://geodesic.mathdoc.fr/item/TVP_1997_42_3_a12/ LA - ru ID - TVP_1997_42_3_a12 ER -
S. V. Nagaev. Probabilistic inequalities for sums of independent random variables in terms of truncated pseudomoments. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 3, pp. 615-623. http://geodesic.mathdoc.fr/item/TVP_1997_42_3_a12/