1994 | OriginalPaper | Buchkapitel
Probability Inequalities for sums of Bounded Random Variables
verfasst von : Wassily Hoeffding
Erschienen in: The Collected Works of Wassily Hoeffding
Verlag: Springer New York
Enthalten in: Professional Book Archive
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Upper bounds are derived for the probability that the sum S of n independent random variables exceeds its mean ES by a positive number nt. It is assumed that the range of each summand of S is bounded or bounded above. The bounds for PrS — ES≥nt depend only on the endpoints of the ranges of the summands and the mean, or the mean and the variance of S. These results are then used to obtain analogous inequalities for certain sums of dependent random variables such as U statistics and the sum of a random sample without replacement from a finite population.