An Inequality for the Sum of Independent Bounded Random Variables
Probability
2012-10-25 v1
Abstract
We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.
Keywords
Cite
@article{arxiv.1210.6484,
title = {An Inequality for the Sum of Independent Bounded Random Variables},
author = {Christopher R. Dance},
journal= {arXiv preprint arXiv:1210.6484},
year = {2012}
}