Optimal distribution-free concentration for the log-likelihood function of Bernoulli variables

被引：0

作者：

Ren, Zhonggui ^{[1
]}

机构：

[1] Harbin Univ Commerce, Coll Fdn Sci, Harbin, Peoples R China

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2023年 / 2023卷 / 01期

关键词：

Bernstein's inequality; Bennett's inequality; Log-likelihood function; Bernoulli distribution; INEQUALITIES;

D O I：

10.1186/s13660-023-02995-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper aims to establish distribution-free concentration inequalities for the log-likelihood function of Bernoulli variables, which means that the tail bounds are independent of the parameters. Moreover, Bernstein's and Bennett's inequalities with optimal constants are obtained. The simulation study shows significant improvements over the previous results.

引用

页数：11

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