An inequality for large deviation probabilities of sums of bounded i.i.d. random variables

被引：0
|
作者：
Bentkus V. [1 ]
机构：
[1] Vilnius Institute of Mathematics and Informatics, 2600 Vilnius
来源：
Lithuanian Mathematical Journal | 2001年 / 41卷 / 2期
关键词：
Bounded random variables; Bounds; Bounds for tail probabilities; Inequalities; Probabilities of large deviations;
D O I：
10.1023/A:1011668015105
中图分类号：
学科分类号：
摘要：
We provide precise bounds for tail probabilities, say P{Mn > x}, of sums Mn of bounded i.i.d. random variables. The bounds are expressed through tail probabilities of sums of i.i.d. Bernoulli random variables. In other words, we show that the tails are sub-Bernoullian. Sub-Bernoullian tails are dominated by Gaussian tails. Possible extensions of the methods are discussed. © 2001 Plenum Publishing Corporation.
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页码：112 / 119
页数：7
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