Exact upper tail probabilities of random series

In this paper, we obtain new estimates on upper tail probabilities of suitable random series involving a distribution having an exponential tail. These estimates are exact, and the distribution is not heavy-tailed.

MoreLess

Year of publication:	2015
Authors:	Yang, Xiangfeng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 13-19
Publisher:	Elsevier
Subject:	Exponential tail \| Random series \| Upper tail probability \| Large deviation

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011208322