Abstract
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.
Citation
Emmanuel Rio. "Exponential inequalities for weighted sums of bounded random variables." Electron. Commun. Probab. 20 1 - 10, 2015. https://doi.org/10.1214/ECP.v20-4204
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