
180 Right-tail behavior of
b
F
n
.
side of (15.2). In particular, the value of λ corresponding to the level
1 −α = 0.95 is essentially smaller than it was for the distribution in
(15.2). Because of this, although the square bracket in (15.4) is some-
what smaller than before, the bound itself may increase for the majority
of the values of x, and therefore represent an improvement.
As an illustration we present here the table of values of λ corre-
sponding to confidence levels 1−α = 0.9 and 1 −α = 0.95. The value
of λ for non-zero ε is essentially smaller than for ε = 0.
c = 20 ε = 0.95 λ = 4 probability = 0.95
c = 20 ε = 0.75 λ = 4 probability = 0.90
c =