Applied Mathematics and Mechanics (English Edition) ›› 2001, Vol. 22 ›› Issue (5): 597-601.

• 论文 • 上一篇    下一篇

PROBABILITY INEQUALITIES FOR SUMS OF INDEPENDENT UNBOUNDED RANDOM VARIABLES

张涤新, 王志诚   

  1. 1. Department of Statistics, Guangdong Commercial College, Guangzhou 510320, P. R. China;
    2. Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, P. R. China
  • 收稿日期:2000-01-20 修回日期:2001-01-10 出版日期:2001-05-18 发布日期:2001-05-18
  • 基金资助:
    the National Natural Science Foundation of China(19661001);the Natural Science Foundation of Higher Education Department of Guangdong Province(199989)

PROBABILITY INEQUALITIES FOR SUMS OF INDEPENDENT UNBOUNDED RANDOM VARIABLES

ZHANG Di-xin, WANG Zhi-cheng   

  1. 1. Department of Statistics, Guangdong Commercial College, Guangzhou 510320, P. R. China;
    2. Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, P. R. China
  • Received:2000-01-20 Revised:2001-01-10 Online:2001-05-18 Published:2001-05-18
  • Supported by:
    the National Natural Science Foundation of China(19661001);the Natural Science Foundation of Higher Education Department of Guangdong Province(199989)

摘要: The tail probability inequalities for the sum of independent unbounded random variables on a probability space (Ω,T,P) were studied and a new method was proposed to treat the sum of independent unbounded random variables by truncating the original probability space (Ω,T,P). The probability exponential inequalities for sums of independent unbounded random variables were given. As applications of the results, some interesting examples were given. The examples show that the method proposed in the paper and the results of the paper are quite useful in the study of the large sample properties of the sums of independent unbounded random variables.

Abstract: The tail probability inequalities for the sum of independent unbounded random variables on a probability space (Ω,T,P) were studied and a new method was proposed to treat the sum of independent unbounded random variables by truncating the original probability space (Ω,T,P). The probability exponential inequalities for sums of independent unbounded random variables were given. As applications of the results, some interesting examples were given. The examples show that the method proposed in the paper and the results of the paper are quite useful in the study of the large sample properties of the sums of independent unbounded random variables.

中图分类号: 

APS Journals | CSTAM Journals | AMS Journals | EMS Journals | ASME Journals