Concentration Inequalities from Likelihood Ratio Method
Statistics Theory
2014-09-23 v1 Probability
Statistics Theory
Abstract
We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various distributions are developed without the idea of minimizing moment generating functions.
Cite
@article{arxiv.1409.6276,
title = {Concentration Inequalities from Likelihood Ratio Method},
author = {Xinjia Chen},
journal= {arXiv preprint arXiv:1409.6276},
year = {2014}
}
Comments
43 pages, no figure