Toward the best constant factor for the Rademacher-gaussian tail comparison

Pinelis, Iosif

doi:10.1051/ps:2007027

Pinelis, Iosif

ESAIM: Probability and Statistics, Tome 11 (2007), pp. 412-426.

Résumé

It is proved that the best constant factor in the Rademacher-gaussian tail comparison is between two explicitly defined absolute constants $c_{1}$ and $c_{2}$ such that $c_{2}$ $\approx$ 1.01 $c_{1}$ . A discussion of relative merits of this result versus limit theorems is given.

MR | 1 citation dans Numdam

DOI : 10.1051/ps:2007027

Classification : 60E15, 62G10, 62G15, 60G50, 62G35
Mots clés : probability inequalities, Rademacher random variables, sums of independent random variables, Student's test, self-normalized sums

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     title = {Toward the best constant factor for the {Rademacher-gaussian} tail comparison},
     journal = {ESAIM: Probability and Statistics},
     pages = {412--426},
     publisher = {EDP-Sciences},
     volume = {11},
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     doi = {10.1051/ps:2007027},
     mrnumber = {2339301},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ps:2007027/}
}

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Pinelis, Iosif. Toward the best constant factor for the Rademacher-gaussian tail comparison. ESAIM: Probability and Statistics, Tome 11 (2007), pp. 412-426. doi : 10.1051/ps:2007027. http://www.numdam.org/articles/10.1051/ps:2007027/

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