On the maximal inequality

Qiying Wang ()

Statistics & Probability Letters, 1996, vol. 31, issue 2, 85-89

Abstract: In this note, we establish a sequence of maximal inequalities for sums of i.i.d. random variables which sharpen Hoeffding's inequality and many other similar results.

Keywords: Maximal; inequality; Reverse; martingale (search for similar items in EconPapers)
Date: 1996
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