Probability inequalities for sums of independent unbounded random variables

被引：5
|
作者：
Zhang, DX [1 ]
Wang, ZC
机构：
[1] Guangdong Commercial Coll, Dept Stat, Guangzhou 510320, Peoples R China
[2] Beijing Univ, Guanghua Sch Management, Dept Finance, Beijing 100871, Peoples R China
来源：
APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION | 2001年 / 22卷 / 05期
关键词：
probability exponential inequality; unbounded random variables; convergence;
D O I：
10.1023/A:1016352608299
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The tail probability inequalities for the sum of independent unbounded random variables on a probability space (Omega, T, P) were studied and a new method was proposed to treat the sum of independent unbounded random variables by truncating the original probability space (Omega, T, P). The probability exponential inequalities for sums of the results, some independent unbounded random variables were given. As applications of interesting examples were given. The examples show that the method proposed in the paper and the results of the paper are quite useful in the study of the large sample properties of the sums of independent unbounded random variables.
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页码：597 / 601
页数：5
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