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.
arXiv commentParts of version 8 has been published in Statistics & Probability Letters 195 (2023). Version 9 contains some improvements and updated references