On Hoeffding’s Inequalities1 by Vidmantas Bentkus

  title={On Hoeffding’s Inequalities1 by Vidmantas Bentkus},
  author={Vidmantas Bentkus},
  • Vidmantas Bentkus
  • Published 2004
In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13–30], several inequalities for tail probabilities of sums Mn = X1 + · · · + Xn of bounded independent random variables Xj were proved. These inequalities had a considerable impact on the development of probability and statistics, and remained unimproved until 1995 when Talagrand [Inst. Hautes Études Sci. Publ. Math. 81 (1995a) 73–205] inserted certain missing factors in the bounds of two theorems. By similar factors, a… CONTINUE READING

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