Exact value for subgaussian norm of centered indicator random variable
arXiv:1405.6749
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.
References in corpus (4)
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- Exact inequalities for sums of asymmetric random variables, with applications
- The Kearns--Saul inequality for Bernoulli and Poisson-binomial distributions
- A full proof of universal inequalities for the distribution function of the binomial law