scholarly journals Probability Inequalities for sums of Bounded Random Variables

1994 ◽  
pp. 409-426 ◽  
Author(s):  
Wassily Hoeffding
Keyword(s):  
Random Variables ◽  
Probability Inequalities

Some remarks on probability inequalities for sums of bounded convex random variables

1975 ◽  
Vol 12 (1) ◽  
pp. 155-158 ◽  
Author(s):  
M. Goldstein
Keyword(s):  
Convex Function ◽  
Exponential Convergence ◽  
Random Variables ◽  
Upper Bounds ◽  
Independent Random Variables ◽  
Probability Inequalities ◽  
Continuous Convex Function ◽  
Bounded Convex

Let X1, X2, · ··, Xn be independent random variables such that ai ≦ Xi ≦ bi, i = 1,2,…n. A class of upper bounds on the probability P(S−ES ≧ nδ) is derived where S = Σf(Xi), δ > 0 and f is a continuous convex function. Conditions for the exponential convergence of the bounds are discussed.

Probability Inequalities of Random Variables

2010 ◽  
pp. 37-50 ◽  
Author(s):  
Zhengyan Lin ◽  
Zhidong Bai
Keyword(s):  
Random Variables ◽  
Probability Inequalities

Probability inequalities for continuous unimodal random variables with finite support

1988 ◽  
Vol 17 (10) ◽  
pp. 3505-3519
Author(s):  
Dean M. Young ◽  
John W. Seaman ◽  
Danny W. Turner ◽  
Virgil R. Marco
Keyword(s):  
Random Variables ◽  
Finite Support ◽  
Probability Inequalities

Some Inequalities of Partial Sums for Negatively Dependent Random Variables

2012 ◽  
Vol 195-196 ◽  
pp. 694-700
Author(s):  
Hai Wu Huang ◽  
Qun Ying Wu ◽  
Guang Ming Deng
Keyword(s):  
Random Variables ◽  
Independent Random Variables ◽  
Partial Sums ◽  
Exponential Inequalities ◽  
Dependent Random Variables ◽  
Probability Inequalities ◽  
Associated Random Variables ◽  
Negatively Dependent Random Variables

The main purpose of this paper is to investigate some properties of partial sums for negatively dependent random variables. By using some special numerical functions, and we get some probability inequalities and exponential inequalities of partial sums, which generalize the corresponding results for independent random variables and associated random variables. At last, exponential inequalities and Bernsteins inequality for negatively dependent random variables are presented.

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