Article ID Journal Published Year Pages File Type
1154060 Statistics & Probability Letters 2007 8 Pages PDF
Abstract
This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure used allows for the construction of lower bounds that are tighter and more broadly applicable than existing tail approximations.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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