Inversion of Tchebychev-Tchernov inequality
Probability
2017-11-21 v1
Abstract
We derive in this article the {\it lower} bound for tail of distribution for the random variables (r.v.) through a lower estimate for its moment generating functions (MGF).
Keywords
Cite
@article{arxiv.1711.06896,
title = {Inversion of Tchebychev-Tchernov inequality},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1711.06896},
year = {2017}
}