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Exponential inequalities for weighted sums of bounded random variables. (English) Zbl 1328.60054

Summary: In this paper we give new exponential inequalities for weighted sums of real-valued independent random variables bounded on the right. Our results are extensions of the results of G. Bennett [J. Am. Stat. Assoc. 57, 33–45 (1962; Zbl 0104.11905)] to weighted sums.

MSC:

60E15 Inequalities; stochastic orderings

Citations:

Zbl 0104.11905
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