Probability Inequalities for Sums of Independent Unbounded Random Variables

被引：0
|
作者：
Di-xin Zhang
Zhi-cheng Wang
机构：
[1] Guangdong Commercial College,Department of Statistics
[2] Peking University,Department of Finance, Guanghua School of Management
来源：
Applied Mathematics and Mechanics | 2001年 / 22卷
关键词：
probability exponential inequality; unbounded random variables; convergence;
D O I：
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学科分类号：
摘要：
The tail probability inequalities for the sum of independent unbounded random variables on a probability space (Ω, T, P) were studied and a new method was proposed to treat the sum of independent unbounded random variables by truncating the original probability space (Ω, T, P). The probability exponential inequalities for sums of independent unbounded random variables were given. As applications of the results, some interesting examples were given. The examples show that the method proposed in the paper and the results of the paper are quite useful in the study of the large sample properties of the sums of independent unbounded random variables.
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页码：597 / 601
页数：4
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