Comparing sums of independent bounded random variables and sums of Bernoulli random variables

Erich Berger

Statistics & Probability Letters, 1997, vol. 34, issue 3, 251-258

Abstract: This paper deals with the comparison of tail probabilities for sums of independent bounded random variables and those for sums of Bernoulli random variables. As a consequence, we obtain a new sufficient criterion for the strong law of large numbers for a certain class of sequences of independent random variables satisfying boundedness and second moment conditions, which - in a sense - cannot be improved upon.

Keywords: Comparison; theorems; for; sums; of; independent; random; variables; Bernoulli; random; variables; Strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 1997
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