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

页码：1 / 10

页数：10

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