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