Uniformly accurate quantile bounds for sums of arbitrary independent random variables

Michael J Klass, Krzysztof Nowicki

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1068-1091
JournalJournal of Theoretical Probability
Volume23
DOIs
Publication statusPublished - 2010

Subject classification (UKÄ)

  • Probability Theory and Statistics

Free keywords

  • Sum of independent random variables
  • Quantile approximation
  • Tail probabilities
  • Tail distributions
  • Hoffmann-Jørgensen/Klass–Nowicki inequality

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