CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2010, 26(5) 537-543 DOI:      ISSN: 1001-4268 CN: 31-1256

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Some Results on Tail Probabilities with Applications
of Generalized Comparison Method

Liu Guoqing,Zhang Yinlong,Wang Minhua

Harbin Instituteof Technology,Armor Technique Institute of PLA,Harbin Normal
University  

Abstract��

We extend the comparison method and present
a new method to derive sharp closed-form semiparametric bounds on
small value probability $\pr(X\leq t)$, where $X\in[0,M]$ is a
random variable with $\ep X=m_1$ and $\ep X^2=m_2$ fixed. The proofs
of our results are elementary.

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