Exponential Type Estimates of Probabilities

Zhengyan Lin () and Zhidong Bai ()
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Zhengyan Lin: Zhejiang University, Department of Mathematics
Zhidong Bai: Northeast Normal University, School of Mathematics and Statistics

Chapter Chapter 7 in Probability Inequalities, 2010, pp 67-83 from Springer

Abstract: Abstract Exponential rate is the best in convergence in probability. Such inequalities are important when investigating the law of large numbers and the law of iterated logarithm. Some of such inequalities are well known and frequently employed in statistics and probability, such as Hoeffding, Bernstein, Bennett and Kolmogorov inequalities. These inequalities can be found in most textbooks on limiting theorems, such as (1977), (1995). Some new inequalities will be referenced therein.

Date: 2010
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DOI: 10.1007/978-3-642-05261-3_7

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