Accession Number : AD0266826

Title :   A LOWER BOUND FOR THE SUM OF INDEPENDENTLY DISTRIBUTED CONTINOUS RANDOM VARIABLES

Corporate Author : MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB

Personal Author(s) : REIFFEN,B.

Report Date : 26 OCT 1961

Pagination or Media Count : 1

Abstract : The Chernoff bound is widely used to upper bound the distribution function of the sum of independent and identically distributed random variables. For the case of continuous variables with finite third moments, a lower bound is derived with exponential behavior identical to that of the upper bound and with a coefficient which, for large n, behaves as 1/square root of n. (Author)

Descriptors :   *STATISTICAL FUNCTIONS, DENSITY, INEQUALITIES, INTEGRAL EQUATIONS, INTEGRAL TRANSFORMS, NUMERICAL INTEGRATION, PROBABILITY, THEORY

Distribution Statement : APPROVED FOR PUBLIC RELEASE