Toward the best constant factor for the rademacher-gaussian tail comparison

Authors

Iosif Pinelis, Michigan Technological University

Document Type

Article

Publication Date

1-1-2007

Abstract

It is proved that the best constant factor in the Rademacher-Gaussian tail comparison is between two explicitly defined absolute constants c1 and c2 such that c2 ≈ 1.01 c1. A discussion of relative merits of this result versus limit theorems is given. © EDP Sciences, SMAI 2007.

Publication Title

ESAIM - Probability and Statistics

Recommended Citation

Pinelis, I. (2007). Toward the best constant factor for the rademacher-gaussian tail comparison. ESAIM - Probability and Statistics, 11, 412-426. http://doi.org/10.1051/ps:2007027
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/8643