IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v52y2023i14p4792-4798.html
   My bibliography  Save this article

An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality

Author

Listed:
  • Steven G. From

Abstract

In this note, we present an improvement of the probability inequalities of Hoeffding (1963) for sums of independent-bounded random variables. Various refinements of the arithmetic mean-geometric mean inequality were considered to construct the improved bounds. The refinement of Cartwright and Field (1978), although not as good as some other refinements, provided the best improvement ofHoeffding’s bounds when accuracy and ease of computation (providing bounds of closed form) are both important. Some numerical examples are also presented to demonstrate that significant improvement in tail probability bounds are found when the means of the random variables are at least somewhat diverse.

Suggested Citation

  • Steven G. From, 2023. "An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(14), pages 4792-4798, July.
    • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:14:p:4792-4798
    DOI: 10.1080/03610926.2012.756913
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2012.756913
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2012.756913?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:52:y:2023:i:14:p:4792-4798. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.