An Exponential Inequality for Symmetric Random Variables
Probability
2014-10-21 v2 Statistics Theory
Statistics Theory
Abstract
We prove the following exponential inequality: Let and let be independent identically distributed symmetric real-valued random variables. For any , we have
Keywords
Cite
@article{arxiv.1407.0839,
title = {An Exponential Inequality for Symmetric Random Variables},
author = {Raphaël Cerf and Matthias Gorny},
journal= {arXiv preprint arXiv:1407.0839},
year = {2014}
}