Bilateral tail estimate for distribution of self normalizes sums of independent centered random variables under natural norming

E. Ostrovsky; L. Sirota

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arXiv · 1809.08477

Bilateral tail estimate for distribution of self normalizes sums of independent centered random variables under natural norming

E. Ostrovsky·L. Sirota

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Abstract

We derive in this article the exact non-asymptotical exponential and power estimates for self-normalized sums of centered independent random variables (r.v.) under natural norming. We will use also the theory of the so-called Grand Lebesgue Spaces (GLS) of random variables.

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E. Ostrovsky, L. Sirota. 2018-09-22. Bilateral tail estimate for distribution of self normalizes sums of independent centered random variables under natural norming. https://arxiv.org/abs/1809.08477

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