An improved Bennett's inequality

DOI10.1080/03610926.2017.1367818OpenAlexW2748130395MaRDI QIDQ5154064

Songfeng Zheng

Publication date: 1 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1367818

zbMATH Keywords

tail probabilityarithmetic-geometric mean inequalityLambert \(W\) functionBennett's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (2)

Some improved tail bounds for the sum of variables with geometric distribution ⋮ Optimal distribution-free concentration for the log-likelihood function of Bernoulli variables

Cites Work

• Sharp large deviation results for sums of independent random variables
• On the Lambert \(w\) function
• On the Bennett-Hoeffding inequality
• Exponential inequalities for martingales with applications
• Probability Inequalities for the Sum of Independent Random Variables
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality

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