Recent content by sv79

Bpet: Yes, the parameters are all distinct. Perhaps, you are thinking of a Hypoexponential distribution (also called a Generalized Erlang distribution, I think), which in my case it certainly is. The question is can we get a clean (easily usable like the Hoeffding, Chernoff bounds etc.) tail...

I am looking for a Hoeffding-type result that bounds the tail of a sum of independent, but not identically distributed random variables. Let X_1,..,X_n be independent exponential random variables with rates k_1,...,k_n. (Note: X_i's are unbounded unlike the case considered by Hoeffding) Let S=...