A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement

Publication date: 20 September 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_2_197_0

zbMATH Keywords

Laplace transform martingales moment generating function sampling without replacement conditionally independent sampling conditionally independent sequence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (7)

Decoupling and domination inequalities with application to Wald's identity for martingales ⋮ On finite exponential moments for branching processes and busy periods for queues ⋮ The price of independence in a model with unknown dependence ⋮ Optimal calibration for multiple testing against local inhomogeneity in higher dimension ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Concentration inequalities for semi-bounded martingales ⋮ A general class of exponential inequalities for martingales and ratios

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