Abstract
We shall need a good bound on the tail distribution of sums of independent random variables bounded by a constant with probability one. Later only the results about sums of independent and identically distributed variables will be interesting for us. We are interested in the question when these estimates give such a good bound as the central limit theorem suggests, and what can be told otherwise.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Major, P. (2013). Some Estimates About Sums of Independent Random Variables. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_3
Download citation
DOI: https://doi.org/10.1007/978-3-642-37617-7_3
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-37616-0
Online ISBN: 978-3-642-37617-7
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)