何建军, 谢庭藩. 关于独立同分布正态随机变量部分和尾概率的注[J]. 应用概率统计, 2012, 28(3): 277-284.
引用本文: 何建军, 谢庭藩. 关于独立同分布正态随机变量部分和尾概率的注[J]. 应用概率统计, 2012, 28(3): 277-284.
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He Jianjun, Xie Tingfan. A Remark on the Tail Probability Sums of i.i.d. Gaussian Random Variable[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(3): 277-284.
Citation: He Jianjun, Xie Tingfan. A Remark on the Tail Probability Sums of i.i.d. Gaussian Random Variable[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(3): 277-284.
shu

关于独立同分布正态随机变量部分和尾概率的注

A Remark on the Tail Probability Sums of i.i.d. Gaussian Random Variable

    摘要
  • 摘要: 设是独立同分布正态随机变量序列, 且, , . 在本文中, 我们证明了存在正常数和, 使得对足够小的, 成立下列不等式.

     

    Abstract: Letbe a sequence of i.i.d. Gaussian random variables with zero mean and finite variance, and set , . In this paper, we prove that there exists positive constants and , for small enough \epsilon>0, it follows that , it follows that .

     

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