The missing factor in Hoeffding's inequalities (Q1901160)
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scientific article; zbMATH DE number 812598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The missing factor in Hoeffding's inequalities |
scientific article; zbMATH DE number 812598 |
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The missing factor in Hoeffding's inequalities (English)
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20 May 1996
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The paper presents a new approach to obtain bounds for the tails of the distribution sums of uniformly bounded independent random variables. Combining the classical methods of Hoeffding and Cramér, the famous Hoeffding inequality is improved by a ``missing factor'', which appears to give the optimal order for the upper bound.
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sums of independent random variables
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tail inequality
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Hoeffding inequality
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