Probability in the Engineering and Informational Sciences

Table of Contents - 2000 - Volume 14, Issue 02  


BOUNDS ON TAIL PROBABILITIES OF DISCRETE DISTRIBUTIONS

Bernhard  Klar a1
a1 Institut für Mathematische Stochastik, Universität Karlsruhe, D-76128 Karlsruhe, Germany, E-mail: Bernhard.Klar@math.uni-karlsruhe.de

Abstract

We examine several approaches to derive lower and upper bounds on tail probabilities of discrete distributions. Numerical comparisons exemplify the quality of the bounds.


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