Probability inequalities for bounded random vectors

Probability inequalities are powerful tools that can be applied in many areas such as laws of large numbers, central limit theorem, law of iterated logarithm, deviation probabilities and asymptotics of inference problems. In this work, extensions of the basic inequalities of Bernstein, Kolmogorov and Hoeffding are given for the sums of bounded random vectors.

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Year of publication:	2013
Authors:	Ahmad, I.A. ; Amezziane, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1136-1142
Publisher:	Elsevier
Subject:	Bounded random vectors \| Probability inequalities \| Bernstein inequality \| Kolmogorov inequality \| Hoeffding inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010662321