Concentration inequalities for upper probabilities
Abstract In this paper, we obtain a Bernstein-type concentration inequality and McDiarmid’s inequality under upper probabilities for exponential independent random variables. Compared with the classical result, our inequalities are investigated under a family of probability measures, rather than one...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2020-06-01
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| Series: | Journal of Inequalities and Applications |
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| Online Access: | http://link.springer.com/article/10.1186/s13660-020-02417-6 |