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Some remarks on probability inequalities for sums of bounded convex random variables
Published online by Cambridge University Press: 14 July 2016
Abstract
Let X1, X2, · ··, Xn be independent random variables such that ai ≦ Xi ≦ bi, i = 1,2,…n. A class of upper bounds on the probability P(S−ES ≧ nδ) is derived where S = Σf(Xi), δ > 0 and f is a continuous convex function. Conditions for the exponential convergence of the bounds are discussed.
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- Copyright © Applied Probability Trust 1975
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