电邮这篇文章 On Large Deviations for Sums of i.i.d. Bernoulli Random Variables
- 作者: Nagaev S.V.1, Chebotarev V.I.2,3
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隶属关系:
- Sobolev Institute of Mathematics, Siberian Branch of RAS
- Computing Center, Far Eastern Branch of RAS
- Far Eastern State Transport University
- 期: 卷 234, 编号 6 (2018)
- 页面: 816-828
- 栏目: Article
- URL: https://bakhtiniada.ru/1072-3374/article/view/242015
- DOI: https://doi.org/10.1007/s10958-018-4049-9
- ID: 242015
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详细
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.
作者简介
S. Nagaev
Sobolev Institute of Mathematics, Siberian Branch of RAS
编辑信件的主要联系方式.
Email: nagaev@math.nsc.ru
俄罗斯联邦, Novosibirsk
V. Chebotarev
Computing Center, Far Eastern Branch of RAS; Far Eastern State Transport University
Email: nagaev@math.nsc.ru
俄罗斯联邦, Vladivostok; Khabarovsk
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