Updating Markov inequality: A new bound for tail probabilities

Rahul Bhattacharya and Soumyadeep Das

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 20, 6592-6598

Abstract: A new non asymptotic upper bound for the tail probability of a non negative random variable is developed as an alternative to that given by the Markov Inequality. The new bound is derived under the sole assumption of the existence of the first order moment. A thorough comparative investigation of the theoretical properties of the derived bound is envisaged for various probability distributions.

Date: 2025
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DOI: 10.1080/03610926.2025.2459762

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