Toward the best constant factor for the Rademacher-Gaussian tail comparison

Iosif Pinelis

ESAIM: Probability and Statistics (2007)

  • Volume: 11, page 412-426
  • ISSN: 1292-8100

Abstract

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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.

How to cite

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Pinelis, Iosif. "Toward the best constant factor for the Rademacher-Gaussian tail comparison." ESAIM: Probability and Statistics 11 (2007): 412-426. <http://eudml.org/doc/250122>.

@article{Pinelis2007,
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. },
author = {Pinelis, Iosif},
journal = {ESAIM: Probability and Statistics},
keywords = {Probability inequalities; Rademacher random variables; sums of independent random variables; Student's test; self-normalized sums.; probability inequalities; rademacher random variables; student's test; self-normalized sums},
language = {eng},
month = {8},
pages = {412-426},
publisher = {EDP Sciences},
title = {Toward the best constant factor for the Rademacher-Gaussian tail comparison},
url = {http://eudml.org/doc/250122},
volume = {11},
year = {2007},
}

TY - JOUR
AU - Pinelis, Iosif
TI - Toward the best constant factor for the Rademacher-Gaussian tail comparison
JO - ESAIM: Probability and Statistics
DA - 2007/8//
PB - EDP Sciences
VL - 11
SP - 412
EP - 426
AB - 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.
LA - eng
KW - Probability inequalities; Rademacher random variables; sums of independent random variables; Student's test; self-normalized sums.; probability inequalities; rademacher random variables; student's test; self-normalized sums
UR - http://eudml.org/doc/250122
ER -

References

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