IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v31y1996i2p85-89.html
   My bibliography  Save this article

On the maximal inequality

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00017-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Antonov, Sergei N. & Kruglov, Victor M., 2010. "Sharpened versions of a Kolmogorov's inequality," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 155-160, February.
    2. Mavrikiou, Petroula M., 2007. "Kolmogorov inequalities for the partial sum of independent Bernoulli random variables," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1117-1122, June.
    3. Turner, Danny W. & Young, Dean M. & Seaman, John W., 1995. "A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means," Statistics & Probability Letters, Elsevier, vol. 23(3), pages 243-245, May.
    4. T. Matsunawa, 1975. "On the error evaluation of the joint normal approximation for sample quantiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 189-199, December.
    5. Mavrikiou, Petroula M., 2008. "A Kolmogorov inequality for weighted U-statistics," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3294-3297, December.
    6. Eghbal, N. & Amini, M. & Bozorgnia, A., 2011. "On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1112-1120, August.
    7. Friedrich Hubalek & Walter Schachermayer, 2021. "Convergence of optimal expected utility for a sequence of binomial models," Mathematical Finance, Wiley Blackwell, vol. 31(4), pages 1315-1331, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:31:y:1996:i:2:p:85-89. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.