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Some new inequalities for beta distributions

Author

Listed:
  • Henzi, Alexander
  • Dümbgen, Lutz

Abstract

This note provides some new tail inequalities and exponential inequalities of Hoeffding and Bernstein type for beta distributions.

Suggested Citation

  • Henzi, Alexander & Dümbgen, Lutz, 2023. "Some new inequalities for beta distributions," Statistics & Probability Letters, Elsevier, vol. 195(C).
    • Handle: RePEc:eee:stapro:v:195:y:2023:i:c:s016771522300007x
    DOI: 10.1016/j.spl.2023.109783
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    References listed on IDEAS

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    1. Timo Dimitriadis & Lutz Duembgen & Alexander Henzi & Marius Puke & Johanna Ziegel, 2022. "Honest calibration assessment for binary outcome predictions," Papers 2203.04065, arXiv.org, revised Nov 2022.
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