An improved Hoeffding's inequality for sum of independent random variables

DOI10.1016/J.SPL.2021.109349MaRDI QIDQ2667595zbMATH OpenOpenAlexFDO

Authors Xueqin Cheng, Yan-peng Li

Publication date 4 March 2022

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

Full work available at URL https://doi.org/10.1016/j.spl.2021.109349

zbMATH Keywords

change-point detectionHoeffding's inequalitymodel selectionmoment-generating function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• A refined Hoeffding's upper tail probability bound for sum of independent random variables
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Concentration of measure for the analysis of randomized algorithms.
• Concentration of measure inequalities in information theory, communications, and coding
• Efficient and robust density estimation using Bernstein type polynomials
• Hoeffding's inequality for general Markov chains and its applications to statistical learning
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Probability Inequalities for Sums of Bounded Random Variables

Cited in

(11)

• The missing factor in Hoeffding's inequalities
• Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
• An inequality for the sum of independent bounded random variables
• A refined Hoeffding's upper tail probability bound for sum of independent random variables
• A refinement of Hoeffding's inequality
• scientific article; zbMATH DE number 1944029 (Why is no real title available?)
• On the Bernstein-Hoeffding method
• An improved Bennett's inequality
• A Note on Hoeffding's Inequality
• Improving Hoeffding's inequality using higher moments information
• A multivariate version of Hoeffding's inequality

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