Article ID Journal Published Year Pages File Type
1153280 Statistics & Probability Letters 2008 4 Pages PDF
Abstract

In this paper a Kolmogorov probability inequality for weighted U-statistics based on Bernoulli kernels is presented. This inequality which extends the results of [Turner, D.W., Young, D.M., Seaman, J.W., 1995. A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means. Statist. Probab. Lett. 23, 243–245] is a Hoeffding type exponential inequality without any assumptions or restrictions.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
,