A Kolmogorov inequality for weighted U-statistics

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...

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Veröffentlicht in:	Statistics & probability letters 2008-12, Vol.78 (18), p.3294-3297
1. Verfasser:	Mavrikiou, Petroula M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology General topics Mathematics Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Statistics Stochastic processes
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Zusammenfassung:	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.
ISSN:	0167-7152 1879-2103
DOI:	10.1016/j.spl.2008.06.013