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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

M. Goldstein*
Affiliation:
Polytechnic Institute of New York∗
*
Now at Baruch College, City University of New York.

Abstract

Let X1, X2, · ··, Xn be independent random variables such that aiXibi, i = 1,2,…n. A class of upper bounds on the probability P(SES) 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.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1975 

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References

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