An Inequality for the Sum of Independent Bounded Random Variables

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.

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of theoretical probability 2014-06, Vol.27 (2), p.358-369
1. Verfasser:	Dance, Christopher R.
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes Statistics
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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.
ISSN:	0894-9840 1572-9230
DOI:	10.1007/s10959-012-0460-1