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Tail bounds for sums of geometric and exponential variables
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Probability Theory.
2018 (English)In: Statistics and Probability Letters, ISSN 0167-7152, E-ISSN 1879-2103, Vol. 135, p. 1-6Article in journal (Refereed) Published
Abstract [en]

We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.

Place, publisher, year, edition, pages
ELSEVIER SCIENCE BV , 2018. Vol. 135, p. 1-6
Keywords [en]
Geometric distribution, Exponential distribution, Tail bounds
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-347533DOI: 10.1016/j.spl.2017.11.017ISI: 000424959400001OAI: oai:DiVA.org:uu-347533DiVA, id: diva2:1194987
Funder
Knut and Alice Wallenberg FoundationAvailable from: 2018-04-04 Created: 2018-04-04 Last updated: 2018-04-04Bibliographically approved

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Janson, Svante

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