一个不同分布的负相依随机变量和的不等式

One Inequality for the Tail Probability of Sum of Non-identically Distributed and Negative Dependent Random Variables

利用截断误差的方法,讨论了负相依随机变量的和的尾概率问题,建立了一个一般的随机变量和的尾概率不等式,此结论也推广了相应的存在的结论,利用这个不等式可以对大偏差概率的上界或下界进行渐近估计.

In present paper, we talk about the issue of the tail probability of sum of negative dependent random variables, establish a general inequality for the tail probability of sum of random variables by using a standard truncation method. This result we obtained extends the related existing one, and will be used in deriving a upper or lower asymptotic estimate of the large-deviation probability.