A note on a Kolmogorov inequality (Q1821421)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on a Kolmogorov inequality |
scientific article |
Statements
A note on a Kolmogorov inequality (English)
0 references
1987
0 references
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)].
0 references
binomial random variable
0 references
exponential bounds
0 references
Kolmogorov's inequality
0 references