A note on sums of independent random variables
Probability
2007-05-23 v2 Functional Analysis
Abstract
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.
Cite
@article{arxiv.math/9804068,
title = {A note on sums of independent random variables},
author = {Paweł Hitczenko and Stephen Montgomery-Smith},
journal= {arXiv preprint arXiv:math/9804068},
year = {2007}
}
Comments
Also available at http://www.math.missouri.edu/~stephen/preprints/