An asymptotically Gaussian bound on the Rademacher tails

DOI10.1214/EJP.V17-2026zbMath1252.60023arXiv1007.2137MaRDI QIDQ428654

Iosif Pinelis

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.2137

zbMATH Keywords

large deviationssums of independent random variablesgeneralized momentsprobability inequalitiesself-normalized sumsEsscher-Cramér tilt transformRademacher random variablesstudent's testTchebycheff-Markov systems

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Inequalities; stochastic orderings (60E15) Nonparametric tolerance and confidence regions (62G15) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (9)

Tail bounds for empirically standardized sums ⋮ Proof of Tomaszewski's conjecture on randomly signed sums ⋮ Sharp large deviation results for sums of independent random variables ⋮ On the extreme points of moments sets ⋮ A Robust Khintchine Inequality, and Algorithms for Computing Optimal Constants in Fourier Analysis and High-Dimensional Geometry ⋮ EXACT UPPER AND LOWER BOUNDS ON THE DIFFERENCE BETWEEN THE ARITHMETIC AND GEOMETRIC MEANS ⋮ On the supremum of the tails of normalized sums of independent Rademacher random variables ⋮ A tight Gaussian bound for weighted sums of Rademacher random variables ⋮ Rademacher–Gaussian tail comparison for complex coefficients and related problems

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