On a conjecture concerning the sum of independent Rademacher random variables
It is shown that at least 50% of the probability mass of a sum of independent Rademacher random variables is within one standard deviation from its mean. This lower bound is sharp, it is much better than for instance the bound that can be obtained from application of the Chebishev inequality and the...
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Zusammenfassung: | It is shown that at least 50% of the probability mass of a sum of independent
Rademacher random variables is within one standard deviation from its mean.
This lower bound is sharp, it is much better than for instance the bound that
can be obtained from application of the Chebishev inequality and the bound will
have nice applications in finite sampling theory and in random walk theory.
This old conjecture is of interest in itself, but has also an appealing
reformulation in probability theory and in geometry. |
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DOI: | 10.48550/arxiv.1112.4988 |