A formula for tail probabilities of Cox distributions
نویسندگان
چکیده
منابع مشابه
Extremal distributions for tail probabilities of sums
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn ≤ t), where Sn is the sum of i.i.d. random variables X1, . . . , Xn on the interval [0, 1], satisfying E [X1] = m. In this paper a Lagrange multiplier technique is applied to this problem, yielding necessary conditions for distributions to be extremal, for a...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2004
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1091543436