Title of article
Refinements of the Dubins–Savage Inequality
Author/Authors
Rasul A. Khan، نويسنده , , R. J. Tomkins، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
-658
From page
659
To page
0
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.
Keywords
Dubins-Savage inequality , supermartingale , generalized gaussian sequence , sub-Poisson sequence , sub-normal sequence
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2000
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108264
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