Timeline for Bounds for the sum of some random variables, in terms of their cdfs
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 11, 2016 at 19:20 | comment | added | Tom Solberg | I just realized this is really a question about stochastic dominance...I'm going to post a new question that phrases things better. | |
| Apr 11, 2016 at 17:43 | answer | added | Robert Israel | timeline score: 2 | |
| Apr 11, 2016 at 16:02 | comment | added | Tom Solberg | @DouglasZare: I just added a description of the $G_i$ functions. I'm looking for an upper bound of $\Pr(X_1+X_2+X_3\leq x)$. | |
| Apr 11, 2016 at 16:01 | history | edited | Tom Solberg | CC BY-SA 3.0 |
added more information on the functions
|
| Apr 11, 2016 at 8:32 | comment | added | Douglas Zare | Of course some things are possible. For example, the probability that the sum is greater than $x$ is at most the sum of the probabilities that the summands are greater than $x/3$. What types of bounds do you have on the CDFs and what type of bound do you want to get on the sum? | |
| Apr 11, 2016 at 8:17 | history | asked | Tom Solberg | CC BY-SA 3.0 |