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2015 Exponential inequalities for weighted sums of bounded random variables
Emmanuel Rio
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Electron. Commun. Probab. 20: 1-10 (2015). DOI: 10.1214/ECP.v20-4204

Abstract

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.

Citation

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Emmanuel Rio. "Exponential inequalities for weighted sums of bounded random variables." Electron. Commun. Probab. 20 1 - 10, 2015. https://doi.org/10.1214/ECP.v20-4204

Information

Accepted: 26 October 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1328.60054
MathSciNet: MR3417449
Digital Object Identifier: 10.1214/ECP.v20-4204

Subjects:
Primary: 60E15

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