Tail bounds for sum of gamma variables and related inferences

Li Wang and Ting Ma

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 4, 853-862

Abstract: Svante Janson presented sharper tail bounds for sum of geometric and exponential variables. In this article, we consider for gamma variables with real number parameters and obtain similar results. As a result, more particular examples of gamma variables like exponential variables and chi-square variables can also be included in this framework.

Date: 2022
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DOI: 10.1080/03610926.2020.1756329

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