PROBABILITY INEQUALITIES FOR SUMS OF INDEPENDENT UNBOUNDED RANDOM VARIABLES
ZHANG Di-xin, WANG Zhi-cheng
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
ZHANG Di-xin;WANG Zhi-cheng. PROBABILITY INEQUALITIES FOR SUMS OF INDEPENDENT UNBOUNDED RANDOM VARIABLES. Applied Mathematics and Mechanics (English Edition), 2001, 22(5): 597-601.
[1] Bennett G. Probability inequalities for the sum of independent random variables[J]. Journal of the American Statistical Association,1962,57(1):33-45. [2] Hoeffding W. Probability inequalities for sums of bounded random variables[J]. JASA,1963,58(1):13-30. [3] Uspensky J V. Introduction to Mathematical Probability[M]. New York: McGrawHill,1937. [4] Pollard D. Convergence of Stochastic Processes[M] ,New York: Springer-Verlag,1984. [5] Dudley R M. A Course on Empirical Processes, Springer Lecture Notes in Mathematics[M] , 1097, New York:Springer-Verlag,1984. [6] Shorack G R, Wellner J A. Empirical Processes with Applications to Statistics[M]. New York: Wiley,1986. [7] Chow Y S, Teicher H. Probability Theory[M]. New York: Springer-Verlag,1988. [8] Stout W F. Almost Sure Convergence[M]. New York: Academic Press,Inc,1974.
Email Alert
RSS