Liu Guoqing, Zhang Yinlong, Wang Minhua. Some Results on Tail Probabilities with Applications of Generalized Comparison Method[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(5): 537-543.
Citation: Liu Guoqing, Zhang Yinlong, Wang Minhua. Some Results on Tail Probabilities with Applications of Generalized Comparison Method[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(5): 537-543.
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Some Results on Tail Probabilities with Applications of Generalized Comparison Method

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  • 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\in0,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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