Theorem 1.2 (1) Suppose that P(|X|≤b) = 1 for some b > 0, that EX = 0, and set Var X = 0². Then, for 0 < 1 0, P(X > x) ≤e-x+1²² P(|X|>x) ≤2e-1x+1²² (ii) Let X1, X2...., Xn be independent random variables with mean 0, suppose that P(X ≤b) = 1 for all k, and set oσ = Var X. Then, for x > 0. and 0x) ≤2 exp Σ k=1 (iii) If, in addition, X1, X2, X, are identically distributed, then P(S|x) ≤2 expl-tx+nt²o).
Theorem 1.2 (1) Suppose that P(|X|≤b) = 1 for some b > 0, that EX = 0, and set Var X = 0². Then, for 0 < 1 0, P(X > x) ≤e-x+1²² P(|X|>x) ≤2e-1x+1²² (ii) Let X1, X2...., Xn be independent random variables with mean 0, suppose that P(X ≤b) = 1 for all k, and set oσ = Var X. Then, for x > 0. and 0x) ≤2 exp Σ k=1 (iii) If, in addition, X1, X2, X, are identically distributed, then P(S|x) ≤2 expl-tx+nt²o).
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section4.1: Polynomial Functions Of Degree Greater Than
Problem 56E
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Transcribed Image Text:Theorem 1.2 (1) Suppose that P(|X|≤b) = 1 for some b > 0, that EX = 0, and
set Var X = 0². Then, for 0 < 1 <b, and x > 0,
P(X > x) ≤e-x+1²²
P(|X|>x) ≤2e-1x+1²²
(ii) Let X1, X2...., Xn be independent random variables with mean 0, suppose
that P(X ≤b) = 1 for all k, and set oσ = Var X. Then, for
x > 0.
and
0<t< (nb)(-1)
P(S|>x) ≤2 exp
Σ
k=1
(iii) If, in addition, X1, X2, X, are identically distributed, then
P(S|x) ≤2 expl-tx+nt²o).
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