Probability inequalities for sums of independent unbounded random variables

Citation
Dx. Zhang et Zc. Wang, Probability inequalities for sums of independent unbounded random variables, APP MATH ME, 22(5), 2001, pp. 597-601
Citations number
8
Categorie Soggetti
Mechanical Engineering
Journal title
APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION
ISSN journal
02534827 → ACNP
Volume
22
Issue
5
Year of publication
2001
Pages
597 - 601
Database
ISI
SICI code
0253-4827(200105)22:5<597:PIFSOI>2.0.ZU;2-H
Abstract
The tail probability inequalities for the sum of independent unbounded rand om variables on a probability space (Omega, T, P) were studied and a new me thod was proposed to treat the sum of independent unbounded random variable s by truncating the original probability space (Omega, T, P). The probabili ty exponential inequalities for sums of the results, some independent unbou nded random variables were given. As applications of interesting examples w ere given. The examples show that the method proposed in the paper and the results of the paper are quite useful in the study of the large sample prop erties of the sums of independent unbounded random variables.