Exact inequalities for sums of asymmetric random variables, with applications

DOI10.1007/s00440-007-0055-4zbMath1122.60021arXivmath/0602556OpenAlexW2060713031MaRDI QIDQ2642932

Iosif Pinelis

Publication date: 6 September 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602556

zbMATH Keywords

generalized momentsprobability inequalitiesself-normalized sums(super)martingales

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric tolerance and confidence regions (62F25) Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Parametric hypothesis testing (62F03) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Generalizations of martingales (60G48) Characterization and structure theory of statistical distributions (62E10)

Related Items (12)

On the Bernstein-Hoeffding method ⋮ Exact Rosenthal-type bounds ⋮ Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables ⋮ On the Bennett-Hoeffding inequality ⋮ Exact Rosenthal-type inequalities for \(p=3\), and related results ⋮ Strong central limit theorem for isotropic random walks in \({\mathbb{R}^d}\) ⋮ Finite-sample exact tests for linear regressions with bounded dependent variables ⋮ An extension of the Hoeffding inequality to unbounded random variables ⋮ Bounds for tail probabilities of martingales using skewness and kurtosis ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Toward the best constant factor for the Rademacher-Gaussian tail comparison

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