Volume 3,
Issue 1, 2002
Article
7
L'HOSPITAL TYPE RULES FOR MONOTONICITY: APPLICATIONS TO PROBABILITY INEQUALITIES FOR SUMS OF BOUNDED RANDOM VARIABLES
IOSIF PINELIS
DEPARTMENT OF MATHEMATICAL SCIENCES,
MICHIGAN TECHNOLOGICAL UNIVERSITY,
HOUGHTON, MI 49931, USA
E-Mail: ipinelis@mtu.edu
Received 29 January, 2001; Accepted 6 September, 2001.
Communicated by: C.E.M.
Pearce
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ABSTRACT.
This paper continues a series of results begun by a l'Hospital type
rule for monotonicity, which is used here to obtain refinements of the
Eaton-Pinelis inequalities for sums of bounded independent random variables.
Key words:
L'Hospital's
Rule, Monotonicity,
Probability
inequalities, Sums of independent
random variables, Student's statistic
2000 Mathematics Subject
Classification:
Primary: 26A48, 26D10,
60E15; Secondary: 26D07,
62H15, 62F04, 62F35,
62G10, 62G15.
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2, 2002
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3, 2002
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5, 2002
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