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The upper bound on the first term of the sum in (A.1) is derived as follows. 

<img src='content_image/302337.jpg'>

where the first equality in (F.4) follows from (F.2), and the equality in (F.5) follows from (F.1). Note that for each j ∈ I$_{0}$, 

<img src='content_image/302338.jpg'>

The inequality in (F.6) follows from the fact that for j ∈ I$_{0}$, Pr( P$_{1}$$_{j}$ ≤ x ) ≤ x for all x ≥ 0 . Combining (F.7) with (F.5) we obtain an upper bound for the first term of 

