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Addendum to “An extension of an inequality of Hoeffding to unbounded random variables”: The non-i.i.d. case

✍ Scribed by V. Bentkus


Publisher
Springer
Year
2008
Tongue
English
Weight
383 KB
Volume
48
Category
Article
ISSN
0363-1672

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This paper presents a method of determining joint distributions by known conditional distributions. A generalization of the Factorization Theorem is proposed. The generalized theorem is proved under the assumption that the support of unknown joint distribution may be divided into a countable number