Optimal sub-Gaussian variance proxy for truncated Gaussian and exponential random variables

DOI10.1016/J.SPL.2025.110555MaRDI QIDQ6880860zbMATH OpenFDO

Authors Mathias Barreto, Olivier Marchal, Julyan Arbel

Publication date 18 December 2025

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110555

zbMATH Keywords

sub-Gaussian variance proxytruncated exponential random variablestruncated Gaussian random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites work

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