An asymptotically Gaussian bound on the Rademacher tails
Document Type
Article
Publication Date
7-9-2012
Abstract
An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal distribution, thus affirming a longstanding conjecture by Efron. Applications to sums of general centered uniformly bounded independent random variables and to the Student test are presented.
Publication Title
Electronic Journal of Probability
Recommended Citation
Pinelisy, I.
(2012).
An asymptotically Gaussian bound on the Rademacher tails.
Electronic Journal of Probability,
17, 1-22.
http://doi.org/10.1214/EJP.v17-2026
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/13137
