Exact upper tail probabilities of random series

Xiangfeng Yang

Statistics & Probability Letters, 2015, vol. 99, issue C, 13-19

Abstract: 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.

Keywords: Exponential tail; Random series; Upper tail probability; Large deviation (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2014.12.026

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