An improved Bennett's inequality

DOI10.1080/03610926.2017.1367818OpenAlexW2748130395MaRDI QIDQ5154064FDOQ5154064

Authors: Songfeng Zheng 

Publication date: 1 October 2021

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1367818

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zbMATH Keywords

tail probabilityarithmetic-geometric mean inequalityLambert \(W\) functionBennett's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• On the Lambert \(w\) function
• Probability Inequalities for the Sum of Independent Random Variables
• On the Bennett-Hoeffding inequality
• Exponential inequalities for martingales with applications
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Sharp large deviation results for sums of independent random variables

Cited In (3)

• Some improved tail bounds for the sum of variables with geometric distribution
• Title not available (Why is that?)
• Optimal distribution-free concentration for the log-likelihood function of Bernoulli variables

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