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math.PR1999
Measuring the magnitude of sums of independent random variables
Pawel Hitczenko, Stephen Montgomery-Smith
This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy…
math.PR1998
A note on sums of independent random variables
Paweł Hitczenko, Stephen Montgomery-Smith
In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata…