Comparing sums of independent bounded random variables and sums of Bernoulli random variables

被引：1

作者：

Berger, E ^{[1
]}

机构：

[1] UNIV GOTTINGEN,INST MATH STOCHAST,D-37083 GOTTINGEN,GERMANY

来源：

STATISTICS & PROBABILITY LETTERS | 1997年 / 34卷 / 03期

关键词：

comparison theorems for sums of independent random variables; Bernoulli random variables; strong law of large numbers;

D O I：

10.1016/S0167-7152(96)00188-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with the comparison of tail probabilities for sums of independent bounded random variables and those for sums of Bernoulli random variables. As a consequence, we obtain a new sufficient criterion for the strong law of large numbers for a certain class of sequences of independent random variables satisfying boundedness and second moment conditions, which - in a sense - cannot be improved upon.

引用

页码：251 / 258

页数：8

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