I have three independent non-negative random variables $X_1$, $X_2$, and $X_3$, and I do not have their density functions, but I do have a decent upper bound for their cdfs. In other words, I have functions $G_1$, $G_2$, $G_3$ such that $\Pr(X_i\leq x) \leq G_i(x)$ for all $i$ and $x$. Each $G_i$ is of the form $G_i(x) = c_i x^{n_i}$. Is there any way at all that I could use these functions to bound the cdf of the sum, $\Pr(X_1+X_2+X_3\leq x)$, from above? This seems hopeless but I figured I'd give it a shot.
Bounds for the sum of some random variables, in terms of their cdfs
Tom Solberg
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