On the exponential inequality for acceptable random variables
<p>Abstract</p> <p>In this paper, we obtain some new exponential inequalities for partial sums and their finite maximum of acceptable random variables by the results of Sung et al. (J. Korean Stat. Soc., 40, 109-114, 2011) and in different ways from theirs. The inequalities we obta...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2011-01-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://www.journalofinequalitiesandapplications.com/content/2011/1/40 |
| Summary: | <p>Abstract</p> <p>In this paper, we obtain some new exponential inequalities for partial sums and their finite maximum of acceptable random variables by the results of Sung et al. (J. Korean Stat. Soc., 40, 109-114, 2011) and in different ways from theirs. The inequalities we obtained improve the existing corresponding results and, in some sense, are optimal. In addition, we introduce some concepts and examples of widely acceptable random variables to extend our results mentioned above.</p> <p>Mathematics Subject Classification (2000)</p> <p>60F15, 62G20</p> |
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| ISSN: | 1025-5834 1029-242X |