伽玛分布随机变量和的尾概率界

Tail Bounds of the Sum of Variables with Gamma Distribution

对服从伽玛分布随机变量和的尾概率界进行了研究,利用伽玛分布的方差和概率母函数对服从伽玛分布随机变量和的尾概率进行估计,从而得到一个随机变量和的尾概率界,并对所求得的界进行改进,获得更加精确的界。在服从伽玛分布的条件下,利用经典的证明方法和一些改进的技术,给出了优化后的尾概率界。

In this paper,the tail probability bound of the sum of gamma distributed random variables is study.By using the variance and probability generating function of gamma distribution to estimate the tail probability of the sum of gamma distribution random variables,a tail probability bound of the sum of random variables is ob⁃tained.Under the condition of obeying gamma distribution,the optimized tail probability bound is given by using the classical proof method and some improved techniques.