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...

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Main Authors: Gao Qingwu, Wang Yuebao, Li Yawei
Format: Article
Language:English
Published: SpringerOpen 2011-01-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://www.journalofinequalitiesandapplications.com/content/2011/1/40
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author Gao Qingwu
Wang Yuebao
Li Yawei
author_facet Gao Qingwu
Wang Yuebao
Li Yawei
author_sort Gao Qingwu
collection DOAJ
description <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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spelling doaj.art-d3e1b23ea5c24746bcf01bd29a8e4b352022-12-22T01:18:18ZengSpringerOpenJournal of Inequalities and Applications1025-58341029-242X2011-01-012011140On the exponential inequality for acceptable random variablesGao QingwuWang YuebaoLi Yawei<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>http://www.journalofinequalitiesandapplications.com/content/2011/1/40Acceptable random variablesExponential inequalityPetrov-exponentWidely acceptable random variables
spellingShingle Gao Qingwu
Wang Yuebao
Li Yawei
On the exponential inequality for acceptable random variables
Journal of Inequalities and Applications
Acceptable random variables
Exponential inequality
Petrov-exponent
Widely acceptable random variables
title On the exponential inequality for acceptable random variables
title_full On the exponential inequality for acceptable random variables
title_fullStr On the exponential inequality for acceptable random variables
title_full_unstemmed On the exponential inequality for acceptable random variables
title_short On the exponential inequality for acceptable random variables
title_sort on the exponential inequality for acceptable random variables
topic Acceptable random variables
Exponential inequality
Petrov-exponent
Widely acceptable random variables
url http://www.journalofinequalitiesandapplications.com/content/2011/1/40
work_keys_str_mv AT gaoqingwu ontheexponentialinequalityforacceptablerandomvariables
AT wangyuebao ontheexponentialinequalityforacceptablerandomvariables
AT liyawei ontheexponentialinequalityforacceptablerandomvariables