Suppose (X 1, Y 1), (X 2, Y 2), …, (Xn , Yn ) are independent random vectors such that a ≦ Xi  ≦ b and a ≦ Yi  ≦ b, i = 1, 2, …, n. An upper bound which exponentially converges to zero is derived for the probability Pr{Sx  – nμ x ≧ nt 1;SY – nμY  ≧ nt 2} where Sx  = Σ Xi , SY = Σ Yi ,EYi = μY, EXi = μx  and t 1 > 0, t2 > 0. The bound is a function of the difference b — a, the correlation between Xi  and Yi, μx  and μY  and t 1 and t 2 .