A Generalization of Teicher's Poisson Tail Inequality

4 Pages Posted: 24 Oct 2017 Last revised: 25 Oct 2017

See all articles by Greg Leo

Greg Leo

Vanderbilt University - College of Arts and Science - Department of Economics

Date Written: October 23, 2017

Abstract

Teicher [1955] proved that the probability a Poisson distribution with mean k takes on a value of k or less is monotonically decreasing in k. I extend this inequality by proving that the probability a Poisson distribution with mean zk takes on a value of k or less is monotonically decreasing for z at least 1.

Suggested Citation

Leo, Greg, A Generalization of Teicher's Poisson Tail Inequality (October 23, 2017). Available at SSRN: https://ssrn.com/abstract=3057453 or http://dx.doi.org/10.2139/ssrn.3057453

Greg Leo (Contact Author)

Vanderbilt University - College of Arts and Science - Department of Economics ( email )

Box 1819 Station B
Nashville, TN 37235
United States

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