Probability inequalities for bounded random vectors

I. A. Ahmad; M. Amezziane

doi:10.1016/j.spl.2012.11.023

Probability inequalities for bounded random vectors

I. A. Ahmad, M. Amezziane

Statistics, Actuarial & Data Sciences

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	1136-1142
Number of pages	7
Journal	Statistics and Probability Letters
Volume	83
Issue number	4
DOIs	https://doi.org/10.1016/j.spl.2012.11.023
State	Published - Apr 2013

Keywords

Bernstein inequality
Bounded random vectors
Hoeffding inequality
Kolmogorov inequality
Probability inequalities

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10.1016/j.spl.2012.11.023

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title = "Probability inequalities for bounded random vectors",

abstract = "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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author = "Ahmad, {I. A.} and M. Amezziane",

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AU - Ahmad, I. A.

AU - Amezziane, M.

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AB - 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.

KW - Bernstein inequality

KW - Bounded random vectors

KW - Hoeffding inequality

KW - Kolmogorov inequality

KW - Probability inequalities

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U2 - 10.1016/j.spl.2012.11.023

DO - 10.1016/j.spl.2012.11.023

M3 - Article

AN - SCOPUS:84873916732

VL - 83

SP - 1136

EP - 1142

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 4

ER -

Probability inequalities for bounded random vectors

Abstract

Keywords

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