Accession Number:
AD0735839
Title:
A Note on Some Probability Inequalities for Sample Sums and Their Applications.
Descriptive Note:
Technical summary rept.,
Corporate Author:
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s):
Report Date:
1971-12-01
Pagination or Media Count:
12.0
Abstract:
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
Descriptors:
Subject Categories:
- Statistics and Probability