Sharp large deviation probabilities for sums of independent bounded random variables
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Publication:6233628
arXiv1206.2501MaRDI QIDQ6233628FDOQ6233628
Authors: Xiequan Fan, Ion Grama, Quansheng Liu 
Publication date: 12 June 2012
Abstract: We obtain some optimal inequalities on tail probabilities for sums of independent bounded random variables. Our main result completes an upper bound on tail probabilities due to Talagrand by giving a one-term asymptotic expansion for large deviations. This result can also be regarded as sharp large deviations of types of Cram'er and Bahadur-Ranga Rao.
Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)
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