Exact value for subgaussian norm of centered indicator random variable
Probability
2014-05-28 v1
Abstract
We calculate the exact subgaussian norm of a centered (shifted) indicator (Bernoulli's) random variable. Using this result we derive very simple tail estimates for sums of these variables, not necessary to be identical distributed, and give some examples to show the exactness of our estimates.
Keywords
Cite
@article{arxiv.1405.6749,
title = {Exact value for subgaussian norm of centered indicator random variable},
author = {Eugene Ostrovsky and Leonid Sirota},
journal= {arXiv preprint arXiv:1405.6749},
year = {2014}
}