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BOUNDS ON TAIL PROBABILITIES OF DISCRETE DISTRIBUTIONS

Published online by Cambridge University Press:  01 April 2000

Bernhard Klar
Affiliation:
Institut für Mathematische Stochastik, Universität Karlsruhe, D-76128 Karlsruhe, Germany, E-mail: [email protected]

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.

Type
Research Article
Copyright
© 2000 Cambridge University Press

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