应用推广的比较法得到的概率估计的几个结果

Some Results on Tail Probabilities with Applications of Generalized Comparison Method

摘要: 我们推广了比较法, 提出一个新方法得到概率\pr(X\leq t)的可达的半参数界, 这里X\in0,M有给定的\, \ep X=m_1和\ep X^2=m_2. 我们的证明是初等的.

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\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.