Bounds on tail probabilities of discrete distributions

Probability in the Engineering and Informational Sciences

Volumn 14, Issue 2, 2000, Pages 161-171

  Klar, Bernhard ^a  

^a UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ENGINEERING; INDUSTRIAL ENGINEERING;

DISCRETE DISTRIBUTION; LOWER AND UPPER BOUNDS; NUMERICAL COMPARISON; TAIL PROBABILITY;

PROBABILITY DISTRIBUTIONS;

EID: 0034552004     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0269964800142032     Document Type: Article

References (11)

1. Anderson, C.W. (1980). Local limit theorems for the maxima of discrete random variables. Mathematical Proceedings of the Cambridge Philosophical Society 88: 161-165.
2. Bahadur, R.R. (1960). Some approximations to the binomial distribution function. Annals of Mathematical Statistics 31: 43-54.
3. Bohman, H. (1963). Two inequalities for Poisson distributions. Skandinavisk Aktuarietidskrift 46: 47-52.
4. Consul, P.C. (1989). Generalized Poisson distributions. Properties and applications. New York: Marcel Dekker.
5. Diaconis, P. & Zabell, S. (1991). Closed form summation for classical distributions: Variations on a theme of De Moivre. Statistical Science 6: 284-302.
6. Feller, W. (1968). An introduction to probability theory and its applications, Vol. 1, 3rd ed. New York: Wiley.
7. Glynn, P.W. (1987). Upper bounds on Poisson tail distributions. Operations Research Letters 6: 9-14.
8. Gross, A.J. & Hosmer, D.W. (1978). Approximating tail areas of probability distributions. Annals of Statistics 6: 1352-1359.
9. Johnson, N.L., Kotz, S., & Kemp, A.W. (1992). Univariate discrete distributions. New York: Wiley.
10. Klar, B. (1999). Goodness-of-fit tests for discrete models based on the integrated distribution function. Metrika 49: 53-69.
11. Ross, S.M. (1998). Using the importance sampling identity to bound tail probabilities. Probability in the Engineering and Informational Sciences 12: 445-452.