This paper studies the weighted dyadic Carleson's inequality \[ \sum_I \mu_I \left( \frac 1{| I| } \int_I \phi(x)dx \right)^q \leq C \left( \int_{R^n} \phi(x)^p w(x) dx \right)^{q/p} \] in the case \(1<p<q<\infty\), where the summation is taken over all the dyadic cubes in \(\mathbb{R}^n\), every \(\mu_I\) is a nonnegative number, and the weight \(w\) satisfies a reverse doubling condition. The necessary and sufficient condition of this inequality is contained in [\textit{E. Sawyer} and \textit{R. L. Wheeden}, Indiana Univ. Math. J. 40, No. 2, 639--676 (1991; Zbl 0748.42009)], but this paper gives an alternate proof, where the Bellman function approach invented in [\textit{F. L. Nazarov} and \textit{S. P. Treil'}, St. Petersbg. Math. J. 8, No. 5, 721--824 (1997; Zbl 0873.42011)] is used. The paper also considers the case when \(w\) is a dyadic \(A_p\) weight. A necessary and sufficient condition of the corresponding dyadic Carleson's inequality is given. The proof of the main theorem essentially depends on an inequality for \(F\), \(v\), and \(f\), satisfying \(f \leq F^{1/p}v^{1-1/p}\) and some other conditions. This is included in a lemma and is proved separately. As an application of the main theorem, the paper gives an alternative proof of the weighted norm inequality for the dyadic fractional maximal operator that is studied in [\textit{I. Genebashvili}, \textit{A. Gogatishvili}, \textit{V. Kokilashvili} and \textit{M. Krbec}, ``Weight theory for integral transforms on spaces of homogeneous type (1998; Zbl 0955.42001)]. A result on fractional integral operators is also given.
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