Improved concentration bounds for sums of independent sub-exponential random variables
Document Type
Article
Publication Date
12-2022
Department
Department of Mathematical Sciences
Abstract
Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.
Publication Title
Statistics and Probability Letters
Recommended Citation
Pinelis, I.
(2022).
Improved concentration bounds for sums of independent sub-exponential random variables.
Statistics and Probability Letters,
191.
http://doi.org/10.1016/j.spl.2022.109666
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/16312
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