Some improved tail bounds for the sum of variables with geometric distribution

Dawei Lu, Qing Liu and Xinmei Shen

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 22, 5427-5435

Abstract: In this paper, compared with the results in Janson (2018), we provide some improved explicit bounds for the tail probabilities of the sum of independent geometric variables with their expectations and variances. Particularly, in some cases, we demonstrate that our bounds are sharper than the ones in Janson (2018).

Date: 2020
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DOI: 10.1080/03610926.2019.1618476

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