Various New Inequalities for Beta Distributions
arXiv:2202.06718 · doi:10.1016/j.spl.2023.109783
Abstract
This note provides some new inequalities and approximations for beta distributions, including tail inequalities, exponential inequalities of Hoeffding and Bernstein type, Gaussian inequalities and approximations.
Parts of version 8 has been published in Statistics & Probability Letters 195 (2023). Version 9 contains some improvements and updated references