On maximal tail probability of sums of nonnegative, independent and identically distributed random variables
Probability
2016-02-12 v1 Combinatorics
Abstract
We consider the problem of finding the optimal upper bound for the tail probability of a sum of nonnegative, independent and identically distributed random variables with given mean . For the answer is given by Markov's inequality and for the solution was found by Hoeffding and Shrikhande in 1955. We solve the problem for as well as for general and by showing that it follows from the fractional version of an extremal graph theory problem of Erd\H{o}s on matchings in hypergraphs.
Keywords
Cite
@article{arxiv.1602.03547,
title = {On maximal tail probability of sums of nonnegative, independent and identically distributed random variables},
author = {Tomasz Łuczak and Katarzyna Mieczkowska and Matas Šileikis},
journal= {arXiv preprint arXiv:1602.03547},
year = {2016}
}