A probability inequality
Matematičeskie zametki, Tome 3 (1968) no. 6, pp. 731-738
Citer cet article
Voir la notice de l'article provenant de la source Math-Net.Ru
The inequalities due to S. N. Bernshtein for the probability of $P(|Y_n|\ge r)$, where $|Y_n|$ is the length of the vector of the normalized sum of the independent and identically distributed vectors and $r>0$ is an arbitrary quantity are extended to the case of two and three dimensions. Some results are also given in the multidimensional case.