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

zbMATH Keywords

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

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

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Cites work

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

Cited in

(7)

• A refined Hoeffding's upper tail probability bound for sum of independent random variables
• The Bennett-Orlicz norm
• Upper bounds for the constants of Bennett's inequality and the Gale–Berlekamp switching game
• Optimal distribution-free concentration for the log-likelihood function of Bernoulli variables
• scientific article; zbMATH DE number 540519 (Why is no real title available?)
• On the Bennett-Hoeffding inequality
• Some improved tail bounds for the sum of variables with geometric distribution

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