Open Access
2015 Exponential inequalities for weighted sums of bounded random variables
Emmanuel Rio
Author Affiliations +
Electron. Commun. Probab. 20: 1-10 (2015). DOI: 10.1214/ECP.v20-4204


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.


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Emmanuel Rio. "Exponential inequalities for weighted sums of bounded random variables." Electron. Commun. Probab. 20 1 - 10, 2015.


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

zbMATH: 1328.60054
MathSciNet: MR3417449
Digital Object Identifier: 10.1214/ECP.v20-4204

Primary: 60E15

Keywords: Bennett's inequality , Bernstein's inequality , Deviation inequalities , Hoeffding's inequality , weighted sums

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