Etemadi's inequality
= Etemadi's inequality
{wiki=Etemadi's_inequality}
Etemadi's inequality is a result in probability theory that provides a bound on the tail probabilities of a non-negative, integrable random variable. Specifically, it is used to give a probabilistic estimate concerning the sum of independent random variables, especially in the context of martingales and stopping times. The inequality states that if \\( X \\) is a non-negative random variable that is integrable (i.e.