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Bennett inequality

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability inequality Concentration inequality
2026-09-28  0 By others on same topic  0 Discussions Create my own version
If independent centered random variables satisfy Xi​≤b and ∑i​EXi2​≤v, then
P(∑i​Xi​≥t)≤exp[−b2v​h(vbt​)],h(u)=(1+u)log(1+u)−u.
(1)

 Ancestors (7)

  1. Concentration inequality
  2. Probability inequality
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 210 / 1 / Solution

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