Accession Number : AD0735839

Title :   A Note on Some Probability Inequalities for Sample Sums and Their Applications.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Khan,Rasul A.

Report Date : DEC 1971

Pagination or Media Count : 12

Abstract : Let S sub n denote the partial sums of iid random variables with mean zero and moment generating function existing in some neighbourhood of the origin. The paper gives explicit upper bounds for P(+) (sub m) = P(S sub n > or = a + b n for some n > or = m) and P(+)(sub m) = P(/S sub n/> or = a + b n for some n > or = m), a > or = 0, b > 0. These bounds immediately give the rate of convergence for the strong law of large numbers. An application is also made to a sequential selection procedure. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, PROBABILITY), INEQUALITIES, RANDOM VARIABLES, DISTRIBUTION FUNCTIONS, ASYMPTOTIC SERIES, ERRORS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE