Concentration inequalities using approximate zero bias couplings with applications to Hoeffding’s statistic under the Ewens distribution

DOI10.1080/03610926.2022.2032753MaRDI QIDQ6096151zbMATH OpenOpenAlexFDO

Authors Nathakhun Wiroonsri

Publication date 11 September 2023

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

Full work available at URL https://arxiv.org/abs/2206.00199

zbMATH Keywords

accept-reject algorithmapproximate zero bias couplingEwens's sampling formulasimulationStein's methodtail probabilities

Mathematics Subject Classification ID

Combinatorial probability (60C05) Inequalities; stochastic orderings (60E15) Nonparametric hypothesis testing (62G10)

Abstract: We prove concentration inequalities of the form $P(Yget)leexp(-B(t))$ for a random variable $Y$ with mean zero and variance $sigm{a}^2$ using a coupling technique from Stein's method that is so-called approximate zero bias couplings. Applications to the Hoeffding's statistic where the random permutation has the Ewens distribution with parameter $heta>0$ are also presented. A few simulation experiments are then provided to visualize the tail probability of the Hoeffding's statistic and our bounds. Based on the simulation results, our bounds work well especially when $hetale1$.

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