A probability inequality for linear combinations of bounded random variables

DOI10.1214/aos/1176342725zbMath0282.62012OpenAlexW2088074770MaRDI QIDQ1844026

Morris L. Eaton

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342725

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (17)

Biased halfspaces, noise sensitivity, and local Chernoff inequalities ⋮ On Hoeffding's inequalities. ⋮ On the Bernstein-Hoeffding method ⋮ Exact inequalities for sums of asymmetric random variables, with applications ⋮ Option bounds ⋮ Bounds for path-dependent options ⋮ On the Bennett-Hoeffding inequality ⋮ Hoeffding's inequality for supermartingales ⋮ On domination of tail probabilities of (super)martingales: explicit bounds ⋮ Exact Lower Bounds on the Exponential Moments of Truncated Random Variables ⋮ Fourier transforms having only real zeros ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Toward the best constant factor for the Rademacher-Gaussian tail comparison ⋮ Convolution operators and zeros of entire functions ⋮ On measure concentration for separately Lipschitz functions in product spaces ⋮ A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications ⋮ Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities

This page was built for publication: A probability inequality for linear combinations of bounded random variables