A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means
Let \(\{X_ i\}\) be a sequence of independent Bernoulli random variables such that \(X_ i\) has parameter \(p_ i\) with \(0 \leq p_ i \leq 1\). Let \(\overline X_ k = (1/k) \sum_ 1^ k X_ i\) and let \(\overline p_ k = (1/k) \sum^ k_ 1 p_ i\). Then for any constant \(\varepsilon \geq 0\) and any number \(n \geq 0\), \(P(\sup_{k \geq n} (\overline X_ k - \overline p_ k) \geq \varepsilon) \leq e^{-2n \varepsilon^ 2}\). This is the extension of the Kolmogorov inequality announced in 1963 without proof.
- A note on a Kolmogorov inequality
- A Note on a Kolmogorov Inequality for the Binomial Distribution
- scientific article; zbMATH DE number 3658755 (Why is no real title available?)
- scientific article; zbMATH DE number 194664 (Why is no real title available?)
- scientific article; zbMATH DE number 3205709 (Why is no real title available?)
- Improved Kolmogorov inequalities for the binomial distribution
- On a Kolmogorov Inequality
- Probability Inequalities for Sums of Bounded Random Variables
- Improved Kolmogorov inequalities for the binomial distribution
- A note on a Kolmogorov inequality
- Kolmogorov inequalities for the partial sum of independent Bernoulli random variables
- scientific article; zbMATH DE number 3862127 (Why is no real title available?)
- scientific article; zbMATH DE number 4082606 (Why is no real title available?)
- On Extensions of an Inequality of Kolmogorov
- On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables
- A Kolmogorov inequality for weighted U-statistics
This page was built for publication: A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1892956)
