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arxiv: 1902.02852 · v1 · pith:R4OLDBE5new · submitted 2019-02-07 · 🧮 math.ST · stat.TH

On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables

classification 🧮 math.ST stat.TH
keywords boundsasymptoticallygeometricproverandomsumstailtight
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In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically tight.

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