Sudarno, Sudarno (2008) *PERTIDAKSAMAAN AZUMA PADA MARTINGALE UNTUK MENENTUKAN SUPREMUM PELUANG.* Jurnal Matematika dan Komputer, 10 (2). pp. 66-72. ISSN 1410-8518

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## Abstract

Counting probability a two-tailed hypothesis determine level of the significance. This case follows positive and negative random variables. So that the probability distribution is a symmetric. The probability will be counted by Azuma inequality on martingales. The lowest upper bound is a decay exponential function. It is determined in some a, n, m, and value by a simulation. The conclusion of this paper is that the random variable value is higher than the probability value (supremum) is lower, vise versa. Therefore, Its property is same as the distribution function

Item Type: | Article |
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Uncontrolled Keywords: | Markov Inequality, Martingale, Doob Martingale, Azuma Inequality. |

Subjects: | Q Science > Q Science (General) |

Divisions: | Faculty of Science and Mathematics > Department of Statistics |

ID Code: | 1859 |

Deposited By: | INVALID USER |

Deposited On: | 30 Nov 2009 10:18 |

Last Modified: | 30 Nov 2009 10:18 |

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