Let X,..., X be independent random variables such that E(X) Xi ~ sum = 0 and subE(X). For any vector a = (a1,..., an) TE RR, define the weighted n S(a) = aixi, Show that for any t> 0 we have i=1 +2 t P(|S(a)| > t) 2 exp | -C( 12|2^ Nao)]. exp[-C(; for some positive constant C.