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

2018/09/22 by Ostrovsky, E., Sirota, L.
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1809.08477

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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