Probability inequalities for bounded random vectors

I.A. Ahmad and M. Amezziane

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1136-1142

Abstract: Probability inequalities are powerful tools that can be applied in many areas such as laws of large numbers, central limit theorem, law of iterated logarithm, deviation probabilities and asymptotics of inference problems. In this work, extensions of the basic inequalities of Bernstein, Kolmogorov and Hoeffding are given for the sums of bounded random vectors.

Keywords: Bounded random vectors; Probability inequalities; Bernstein inequality; Kolmogorov inequality; Hoeffding inequality (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2012.11.023

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