Bernstein's Inequality. If,-X, where (X, Isis) are independent r.v.a with EX,-0. EX-6-0 which satisfy (i) EX (k/2)*
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Bernstein's Inequality. If,-X, where (X, Isis) are independent r.v.a with EX,-0. EX-6-0 which satisfy (i) EX (k/2)* for k>21 0 implies Exp (2-)),0 < <1 and choosing 1-x/+cx)yields Eexp(x+x) sexplx/2 + cx), x>0. Now apply Exercise 4.3.3)
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Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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