A note on a Kolmogorov inequality (Q1821421)

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A note on a Kolmogorov inequality
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    A note on a Kolmogorov inequality (English)
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    1987
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    The authors have established a stronger form of Kolmogorov's inequality for Bernoulli distribution: Let \(\{Y_ i\}\) be a sequence of i.i.d. binomial random variables with mean p. Then for \(n\geq 0\) and \(\epsilon\geq 0\), \[ P[\sup_{k\geq n}| \bar Y_ k-p| \geq \epsilon]\leq 2e^{- 2n\epsilon^ 2}. \] This result is still stronger than the inequality established by \textit{D. Banjević} [Teor. Veroyatn. Primen. 29, No.2, 382-384 (1984; Zbl 0542.60021); English translation in Theory Probab. Appl. 29, 391-394 (1985)].
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    binomial random variable
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    exponential bounds
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    Kolmogorov's inequality
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