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On the maximal inequality

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  • Qiying, Wang

Abstract

In this note, we establish a sequence of maximal inequalities for sums of i.i.d. random variables which sharpen Hoeffding's inequality and many other similar results.

Suggested Citation

  • Qiying, Wang, 1996. "On the maximal inequality," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 85-89, December.
  • Handle: RePEc:eee:stapro:v:31:y:1996:i:2:p:85-89
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    References listed on IDEAS

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    1. Olaf Krafft, 1969. "A note on exponential bounds for binomial probabilities," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 219-220, December.
    2. Turner, Danny W. & Young, Dean M. & Seaman, John W., 1992. "Improved Kolmogorov inequalities for the binomial distribution," Statistics & Probability Letters, Elsevier, vol. 13(3), pages 223-227, February.
    3. Young, Dean M. & Seaman, John W. & Marco, Virgil R., 1987. "A note on a Kolmogorov inequality," Statistics & Probability Letters, Elsevier, vol. 5(3), pages 217-218, April.
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    Cited by:

    1. Etemadi, N., 1999. "Maximal inequalities for averages of i.i.d. and 2-exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 44(2), pages 195-200, August.

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