An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality

DOI10.1080/03610926.2012.756913MaRDI QIDQ6169375

Steven G. From

Publication date: 11 July 2023

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

zbMATH Keywords

arithmetic meangeometric meanrefinementHoeffding's inequalityrail probability

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables
• On Hoeffding's inequalities.
• Refined arithmetic, geometric and harmonic mean inequalities
• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Probability Inequalities for Sums of Bounded Random Variables
• Improved upper and lower bounds for the difference \(A_n-G_n\)
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