Bounds on Tail Probabilities in Exponential families

@inproceedings{Harremoes2016BoundsOT,
  title={Bounds on Tail Probabilities in Exponential families},
  author={P. Harremoes},
  year={2016}
}
In this paper we present various new inequalities for tail proabilities for distributions that are elements of the most improtant exponential families. These families include the Poisson distributions, the Gamma distributions, the binomial distributions, the negative binomial distributions and the inverse Gaussian distributions. All these exponential families have simple variance functions and the variance functions play an important role in the exposition. All the inequalities presented in… Expand

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