A Note on Some Probability Inequalities for Sample Sums and Their Applications.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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Let S sub n denote the partial sums of iid random variables with mean zero and moment generating function existing in some neighbourhood of the origin. The paper gives explicit upper bounds for P sub m PS sub n or a b n for some n or m and Psub m PS sub n or a b n for some n or m, a or 0, b 0. These bounds immediately give the rate of convergence for the strong law of large numbers. An application is also made to a sequential selection procedure. Author
- Statistics and Probability