Abstract
The concentration function Q(X ; λ) of a random variable X is defined by the equality
for every λ ≥ 0. It is clear that Q(X ; λ) is a non-decreasing function of λ, and that it satisfies the inequalities 0 ≦ Q(X ; λ) ≦ 1 for every λ ≥ 0.
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© 1975 Springer-Verlag Berlin · Heidelberg
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Petrov, V.V. (1975). Some Inequalities for the Distributions of Sums of Independent Random Variables. In: Sums of Independent Random Variables. Ergebnisse der Mathematik und ihrer Grenzgebiete, vol 82. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-65809-9_3
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DOI: https://doi.org/10.1007/978-3-642-65809-9_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-65811-2
Online ISBN: 978-3-642-65809-9
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