A refined Hoeffding's upper tail probability bound for sum of independent random variables

DOI10.1016/J.SPL.2017.08.012MaRDI QIDQ2406809zbMATH OpenOpenAlexFDO

Authors Songfeng Zheng

Publication date 6 October 2017

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

Full work available at URL https://doi.org/10.1016/j.spl.2017.08.012

zbMATH Keywords

variancearithmetic-geometric mean inequalityHoeffding inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 1347881 (Why is no real title available?)
• scientific article; zbMATH DE number 1950575 (Why is no real title available?)
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Advanced Lectures on Machine Learning
• Concentration of measure for the analysis of randomized algorithms.
• Concentration of measure inequalities in information theory, communications, and coding
• Probability Inequalities for Sums of Bounded Random Variables

Cited in

(12)

• An Optimal Upper Bound on the Tail Probability for Sums of Random Variables
• Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
• An improved Bennett's inequality
• On the Bernstein-Hoeffding method
• Improving Hoeffding's inequality using higher moments information
• A refinement of Hoeffding's inequality
• An improved Hoeffding's inequality for sum of independent random variables
• A Note on Hoeffding's Inequality
• An inequality for the sum of independent bounded random variables
• Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables
• scientific article; zbMATH DE number 6677410 (Why is no real title available?)
• Tail bounds for sum of gamma variables and related inferences

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