| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129671 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
Using a refined arithmetic-geometric mean inequality, this paper gives an improved version of Hoeffding's inequality which has a closed form and is easy to evaluate. Numerical simulation comparing the performance of the proposed inequality to the original version of Hoeffding's inequality is also presented.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Songfeng Zheng,