The missing factor in Hoeffding's inequalities
type: Item
instance of: scholarly article
title: The missing factor in Hoeffding's inequalities
zbMATH Open document ID: 0837.60016
author: Michel Talagrand
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1996-05-20T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77525
review text: 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.
reviewed by: Wolfgang Stadje
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 812598
zbMATH Keywords: sums of independent random variables
zbMATH Keywords: tail inequality
zbMATH Keywords: Hoeffding inequality
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 812598