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Some improved tail bounds for the sum of variables with geometric distribution

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  • Dawei Lu
  • Qing Liu
  • Xinmei Shen

Abstract

In this paper, compared with the results in Janson (2018), we provide some improved explicit bounds for the tail probabilities of the sum of independent geometric variables with their expectations and variances. Particularly, in some cases, we demonstrate that our bounds are sharper than the ones in Janson (2018).

Suggested Citation

  • Dawei Lu & Qing Liu & Xinmei Shen, 2020. "Some improved tail bounds for the sum of variables with geometric distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(22), pages 5427-5435, November.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:22:p:5427-5435
    DOI: 10.1080/03610926.2019.1618476
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