On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables
Statistics Theory
2019-02-11 v1 Statistics Theory
Abstract
In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically tight.
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Cite
@article{arxiv.1902.02852,
title = {On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables},
author = {Yaonan Jin and Yingkai Li and Yining Wang and Yuan Zhou},
journal= {arXiv preprint arXiv:1902.02852},
year = {2019}
}
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9 pages