Probability Inequalities for Sums of Independent Unbounded Random Variables

ZHANG Di-xin; WANG Zhi-cheng

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Article Navigation > Applied Mathematics and Mechanics > 2001 > 22(5): 529-533

ZHANG Di-xin, WANG Zhi-cheng. Probability Inequalities for Sums of Independent Unbounded Random Variables[J]. Applied Mathematics and Mechanics, 2001, 22(5): 529-533.

Citation:

ZHANG Di-xin, WANG Zhi-cheng. Probability Inequalities for Sums of Independent Unbounded Random Variables[J]. Applied Mathematics and Mechanics, 2001, 22(5): 529-533.

Citation:

ZHANG Di-xin, WANG Zhi-cheng. Probability Inequalities for Sums of Independent Unbounded Random Variables[J]. Applied Mathematics and Mechanics, 2001, 22(5): 529-533.

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Probability Inequalities for Sums of Independent Unbounded Random Variables

1.
Department of Statistics, Guangdong Commercial College, Guangzhou 510320, P R China;
2.
Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, P R China

Received Date: 2000-01-20
Rev Recd Date: 2001-01-10
Publish Date: 2001-05-15

Abstract

Abstract

The tail probability inequalities for the sum of independent undbounded random variables on a probability space(Ω,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(Ω,T,P).The probability exponential inequalities for sums of independent unbounded random variables were given.As applications of the results,some interesting examples were given.The examples show that the method proposed in the paper and the results of the paper are guite useful in the study of the large sample properties of the sums of independent unbounded random variables.
- probability exponential inequality,
- unbounded random variables,
- convergence

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References(8)

References

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