Exponential inequalities for weighted sums of bounded random variables

被引：1
|
作者：
Rio, Emmanuel [1 ]
机构：
[1] CNRS, UMR 8100, Lab Math Versailles, F-75700 Paris, France
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2015年 / 20卷
关键词：
Hoeffding's inequality; Bernstein's inequality; Bennett's inequality; Deviation inequalities; Weighted sums; PROBABILITY-INEQUALITIES;
D O I：
10.1214/ECP.v20-4204
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we give new exponential inequalities for weighted sums of real-valued independent random variables bounded on the right. Our results are extensions of the results of Bennett (1962) to weighted sums
引用
收藏
页码：1 / 10
页数：10
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