1998/04/30 by Paweł Hitczenko, Stephen Montgomery-Smith
Mathematics · #math.PR #math.FA #msc:60G50
published as Advances in Stochastic Inequalities, Ed.: T. Hill and C. Houdre, Contemporary Mathematics 234, A.M.S., Providence R.I., 1999 · Also available at http://www.math.missouri.edu/~stephen/preprints/
arxiv created 1999/12/03 · arxiv updated 2009/11/30
In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Latała on bounds on moments of such sums. We also give a new proof of Latała's result for nonnegative random variables, and improve one of the constants in his inequality.