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A refined Hoeffding’s upper tail probability bound for sum of independent random variables

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  • Zheng, Songfeng

Abstract

Using a refined arithmetic–geometric mean inequality, this paper gives an improved version of Hoeffding’s inequality which has a closed form and is easy to evaluate. Numerical simulation comparing the performance of the proposed inequality to the original version of Hoeffding’s inequality is also presented.

Suggested Citation

  • Zheng, Songfeng, 2017. "A refined Hoeffding’s upper tail probability bound for sum of independent random variables," Statistics & Probability Letters, Elsevier, vol. 131(C), pages 87-92.
    • Handle: RePEc:eee:stapro:v:131:y:2017:i:c:p:87-92
    DOI: 10.1016/j.spl.2017.08.012
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    Cited by:

    1. Cheng, Xueqin & Li, Yanpeng, 2022. "An improved Hoeffding’s inequality for sum of independent random variables," Statistics & Probability Letters, Elsevier, vol. 183(C).

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