摘要：We present a new exponential inequality as a generalization of that of Sung et al. Sung et al. (2011) for M-acceptable random variables, and hence for extended negative ones. Our result is based on the simple real inequality ex ≤ 1+x+(|x|/2) e|x| x ε R, in place of the following one: ex ≤ 1+x+ (x2/2) e| x |,x ε R , used by many authors. We compare the given bound with former ones.
