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

DOI10.1016/J.SPL.2021.109349zbMATH Open1489.60030OpenAlexW4206198223MaRDI QIDQ2667595FDOQ2667595

Yan-peng Li, Xueqin Cheng

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

model selectionchange-point detectionHoeffding's inequalitymoment-generating function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Probability Inequalities for Sums of Bounded Random Variables
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Concentration of measure inequalities in information theory, communications, and coding
• Concentration of measure for the analysis of randomized algorithms.
• Efficient and robust density estimation using Bernstein type polynomials
• A refined Hoeffding's upper tail probability bound for sum of independent random variables

This page was built for publication: An improved Hoeffding's inequality for sum of independent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2667595)