On Large Deviations for Sums of i.i.d. Bernoulli Random Variables
- Авторлар: Nagaev S.V.1, Chebotarev V.I.2,3
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Мекемелер:
- Sobolev Institute of Mathematics, Siberian Branch of RAS
- Computing Center, Far Eastern Branch of RAS
- Far Eastern State Transport University
- Шығарылым: Том 234, № 6 (2018)
- Беттер: 816-828
- Бөлім: Article
- URL: https://bakhtiniada.ru/1072-3374/article/view/242015
- DOI: https://doi.org/10.1007/s10958-018-4049-9
- ID: 242015
Дәйексөз келтіру
Аннотация
Tail probabilities are studied for the binomial distribution. The Hoeffding inequality is sharpened in this particular case through estimating an integral factor in the Esscher transform, which is omitted in Hoeffding’s proof. This approach was already used by Talagrand (1995) in the general case. However, our results are much more precise. In particular, all involved constants are given in the explicit form.
Авторлар туралы
S. Nagaev
Sobolev Institute of Mathematics, Siberian Branch of RAS
Хат алмасуға жауапты Автор.
Email: nagaev@math.nsc.ru
Ресей, Novosibirsk
V. Chebotarev
Computing Center, Far Eastern Branch of RAS; Far Eastern State Transport University
Email: nagaev@math.nsc.ru
Ресей, Vladivostok; Khabarovsk
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