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Probability Inequalities for Sums of Bounded Random Variables

 

作者: Wassily Hoeffding,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1963)
卷期: Volume 58, issue 301  

页码: 13-30

 

ISSN:0162-1459

 

年代: 1963

 

DOI:10.1080/01621459.1963.10500830

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Upper bounds are derived for the probability that the sumSofnindependent random variables exceeds its meanESby a positive numbernt.It is assumed that the range of each summand ofSis bounded or bounded above. The bounds for Pr {S – ES≥nt} depend only on the endpoints of the ranges of the summands and the mean, or the mean and the variance ofS.These results are then used to obtain analogous inequalities for certain sums of dependent random variables such asUstatistics and the sum of a random sample without replacement from a finite population.

 

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