Tail bounds for sums of geometric and exponential variables

We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.

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Bibliographic Details
Published inStatistics & probability letters Vol. 135; pp. 1 - 6
Main Author Janson, Svante
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.04.2018
Subjects
Exponential distribution
Geometric distribution
Tail bounds
Exponential distribution
Geometric distribution
Tail bounds
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Summary:We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.
ISSN:0167-7152
1879-2103
1879-2103
DOI:10.1016/j.spl.2017.11.017