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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE