应用数学和力学2001，Vol.22Issue(5)：529-533,5.
独立的无界随机变量和的概率不等式
Probability Inequalities for Sums of Independent Unbounded Random Variables
张涤新 1王志诚2
作者信息
- 1. 广东商学院统计学系,
- 2. 北京大学光华管理学院金融系,
- 折叠
摘要
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.关键词
概率指数不等式/无界随机变量/收敛分类
数理科学引用本文复制引用
张涤新,王志诚..独立的无界随机变量和的概率不等式[J].应用数学和力学,2001,22(5):529-533,5.
