An asymptotically Gaussian bound on the Rademacher tails
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.
Electronic Journal of Probability
An asymptotically Gaussian bound on the Rademacher tails.
Electronic Journal of Probability,
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/13137