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arXiv · 2206.01172

Modified Bernstein's inequality for sums of independent random variables

M. R. Formica·E. Ostrovsky·L. Sirota
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Abstract

We modify the classical Bernstein's inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results.

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M. R. Formica, E. Ostrovsky, L. Sirota. 2022-06-01. Modified Bernstein's inequality for sums of independent random variables. https://arxiv.org/abs/2206.01172

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