Halving the bounds for the Markov, Chebyshev, and Chernoff Inequalities using smoothing
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Publication:6299167
DOI10.1080/00029890.2019.1656484arXiv1803.06361WikidataQ126770897 ScholiaQ126770897MaRDI QIDQ6299167FDOQ6299167
Authors: Mark Huber 
Publication date: 16 March 2018
Abstract: The Markov, Chebyshev, and Chernoff inequalities are some of the most widely used methods for bounding the tail probabilities of random variables. In all three cases, the bounds are tight in the sense that there exists easy examples where the inequalities become equality. Here we will show that through a simple smoothing using auxiliary randomness, that each of the three bounds can be cut in half. In many common cases, the halving can be achieved without the need for the auxiliary randomness.
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