Mathematics – Probability
Scientific paper
1998-04-14
Advances in Stochastic Inequalities, Ed.: T. Hill and C. Houdre, Contemporary Mathematics 234, A.M.S., Providence R.I., 1999
Mathematics
Probability
Also available at http://www.math.missouri.edu/~stephen/preprints/
Scientific paper
In this note a two sided bound on the tail probability of sums of
independent, and either symmetric or nonnegative, random variables is obtained.
We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We
also give a new proof of Lata{\l}a's result for nonnegative random variables,
and improve one of the constants in his inequality.
Hitczenko Paweł
Montgomery-Smith Stephen
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