2000 character limit reached
Large deviation upper bounds for sums of positively associated indicators (1408.0294v2)
Published 1 Aug 2014 in math.PR
Abstract: We give exponential upper bounds for $P(S \le k)$, in particular $P(S=0)$, where $S$ is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give examples in which we compare with a famous exponential inequality for sums of correlated indicators, the Janson inequality. Here our bound sometimes proves to be superior to Janson's bound.