Electronic Communications in Probability

Exponential inequalities for weighted sums of bounded random variables

Emmanuel Rio

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In this paper we give new exponential inequalities for weighted sums of real-valued independent random variables bounded on the right. Our results are extensions of the results of Bennett (1962) to weighted sums.

Article information

Electron. Commun. Probab., Volume 20 (2015), paper no. 77, 10 pp.

Accepted: 26 October 2015
First available in Project Euclid: 7 June 2016

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Primary: 60E15: Inequalities; stochastic orderings

Hoeffding's inequality Bernstein's inequality Bennett's inequality Deviation inequalities Weighted sums

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Rio, Emmanuel. Exponential inequalities for weighted sums of bounded random variables. Electron. Commun. Probab. 20 (2015), paper no. 77, 10 pp. doi:10.1214/ECP.v20-4204. https://projecteuclid.org/euclid.ecp/1465321004

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