Sharp large deviation probabilities for sums of independent bounded random variables
Probability
2017-08-03 v5
Abstract
We obtain some optimal inequalities on tail probabilities for sums of independent bounded random variables. Our main result completes an upper bound on tail probabilities due to Talagrand by giving a one-term asymptotic expansion for large deviations. This result can also be regarded as sharp large deviations of types of Cram\'er and Bahadur-Ranga Rao.
Cite
@article{arxiv.1206.2501,
title = {Sharp large deviation probabilities for sums of independent bounded random variables},
author = {Xiequan Fan and Ion Grama and Quansheng Liu},
journal= {arXiv preprint arXiv:1206.2501},
year = {2017}
}
Comments
19 pages, 4 figures