A refinement of Hoeffding's inequality

DOI10.1080/00949655.2011.644290zbMath1431.60020OpenAlexW2149239883MaRDI QIDQ2862395

Steven G. From, Andrew W. Swift

Publication date: 15 November 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.644290

zbMATH Keywords

moment-generating functionHoeffding inequalityarithmetic mean-geometric mean inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Related Items (3)

On the Bernstein-Hoeffding method ⋮ On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence ⋮ Generalizations of some concentration inequalities

Cites Work

• Unnamed Item
• A Distribution Dependent Refinement of Pinsker's Inequality
• On inequalities for sums of bounded random variables

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