An Inequality for the Sum of Independent Bounded Random Variables

Christopher R. Dance ()
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Christopher R. Dance: Xerox Research Centre Europe

Journal of Theoretical Probability, 2014, vol. 27, issue 2, 358-369

Abstract: Abstract We give a simple inequality for the sum of independent, bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.

Keywords: Probabilities of large deviations; Bounds for tail probabilities; Inequalities; Hoeffding’s inequalities; 60E15 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10959-012-0460-1

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