A Kolmogorov inequality for weighted U-statistics

Petroula M. Mavrikiou

Statistics & Probability Letters, 2008, vol. 78, issue 18, 3294-3297

Abstract: In this paper a Kolmogorov probability inequality for weighted U-statistics based on Bernoulli kernels is presented. This inequality which extends the results of [Turner, D.W., Young, D.M., Seaman, J.W., 1995. A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means. Statist. Probab. Lett. 23, 243-245] is a Hoeffding type exponential inequality without any assumptions or restrictions.

Date: 2008
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