Refinements of the Dubins–Savage Inequality

Abstract This paper sharpens the Dubins–Savage inequality for certain supermartingales whose conditional moment-generating functions are suitably bounded. In particular, sharper inequalities are derived for generalized gaussian, sub-normal and sub-Poisson sequences. A related inequality due to Khan...
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Autor*in:	Khan, Rasul A. [verfasserIn] Tomkins, R. J.

Format:	Artikel
Sprache:	Englisch

Erschienen:	2000

Anmerkung:	© Plenum Publishing Corporation 2000

Übergeordnetes Werk:	Enthalten in: Journal of theoretical probability - Kluwer Academic Publishers-Plenum Publishers, 1988, 13(2000), 3 vom: Juli, Seite 659-672
Übergeordnetes Werk:	volume:13 ; year:2000 ; number:3 ; month:07 ; pages:659-672

Links:	Volltext

DOI / URN:	10.1023/A:1007802326865

Katalog-ID:	OLC2053622601

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abstract	Abstract This paper sharpens the Dubins–Savage inequality for certain supermartingales whose conditional moment-generating functions are suitably bounded. In particular, sharper inequalities are derived for generalized gaussian, sub-normal and sub-Poisson sequences. A related inequality due to Khan is also refined. © Plenum Publishing Corporation 2000
abstractGer	Abstract This paper sharpens the Dubins–Savage inequality for certain supermartingales whose conditional moment-generating functions are suitably bounded. In particular, sharper inequalities are derived for generalized gaussian, sub-normal and sub-Poisson sequences. A related inequality due to Khan is also refined. © Plenum Publishing Corporation 2000
abstract_unstemmed	Abstract This paper sharpens the Dubins–Savage inequality for certain supermartingales whose conditional moment-generating functions are suitably bounded. In particular, sharper inequalities are derived for generalized gaussian, sub-normal and sub-Poisson sequences. A related inequality due to Khan is also refined. © Plenum Publishing Corporation 2000
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