The missing factor in Hoeffding's inequalities (Q1901160)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The missing factor in Hoeffding's inequalities |
scientific article |
Statements
The missing factor in Hoeffding's inequalities (English)
0 references
20 May 1996
0 references
The paper presents a new approach to obtain bounds for the tails of the distribution sums of uniformly bounded independent random variables. Combining the classical methods of Hoeffding and Cramér, the famous Hoeffding inequality is improved by a ``missing factor'', which appears to give the optimal order for the upper bound.
0 references
sums of independent random variables
0 references
tail inequality
0 references
Hoeffding inequality
0 references
