A refined Hoeffding’s upper tail probability bound for sum of independent random variables

Songfeng Zheng

doi:10.1016/j.spl.2017.08.012

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A refined Hoeffding’s upper tail probability bound for sum of independent random variables

Songfeng Zheng

Year: 2017 Journal: Statistics & Probability Letters Vol: 131 Pages: 87-92 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2017.08.012

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Keywords:

Mathematics Random variable Inequality Chernoff bound Upper and lower bounds Chebyshev's inequality Probability theory Discrete mathematics Bernstein inequalities Applied mathematics Combinatorics Statistics Rearrangement inequality Log sum inequality Mathematical analysis

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Random Matrices and Applications

Physical Sciences → Mathematics → Statistics and Probability

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

A refined Hoeffding’s upper tail probability bound for sum of independent random variables

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