Exponential Tail Bounds for Chisquared Random Variables

被引：3

作者：

Ghosh, Malay ^{[1
]}

机构：

[1] Univ Florida, Dept Stat, Box 118545, Gainesville, FL 32611 USA

来源：

JOURNAL OF STATISTICAL THEORY AND PRACTICE | 2021年 / 15卷 / 02期

关键词：

F-statistic; Moderate deviations; Non central; Sub-exponential;

D O I：

10.1007/s42519-020-00156-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper derives some exponential tail bounds for central and non-central chisquared random variables. The bounds are simple and can easily be applied in statistical analysis. Especially relevant are the tail bounds for non-central chisquares, which are different from some of the other exponential bounds available in the literature, for example the one given in [1].

引用

页数：6

共 50 条

[1] Exponential Tail Bounds for Chisquared Random Variables
Malay Ghosh
Journal of Statistical Theory and Practice, 2021, 15
[2] Tail bounds for sums of geometric and exponential variables
Janson, Svante
STATISTICS & PROBABILITY LETTERS, 2018, 135 : 1 - 6
[3] Local tail bounds for functions of independent random variables
Devroye, Luc
Lugosi, Gabor
ANNALS OF PROBABILITY, 2008, 36 (01): : 143 - 159
[4] Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
Kievinaite, Dominyka
Siaulys, Jonas
MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2018, 5 (02): : 129 - 143
[5] Unimprovable exponential bounds for distributions of sums of a random number of random variables
Borovkov, AA
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1996, 40 (02) : 230 - 237
[6] Tail bounds for weighted sums of independent Poisson random variables
Lu, Dawei
Liu, Xiating
Wang, Yan
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024,
[7] EXACT EXPONENTIAL BOUNDS FOR SUMS OF INDEPENDENT RANDOM-VARIABLES
PINELIS, IS
UTEV, SA
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1989, 34 (02) : 340 - 346
[8] EXACT LOWER BOUNDS ON THE EXPONENTIAL MOMENTS OF TRUNCATED RANDOM VARIABLES
Pinelis, Iosif
JOURNAL OF APPLIED PROBABILITY, 2011, 48 (02) : 547 - 560
[9] Tail bounds on the spectral norm of sub-exponential random matrices
Dai, Guozheng
Su, Zhonggen
Wang, Hanchao
RANDOM MATRICES-THEORY AND APPLICATIONS, 2024, 13 (01)
[10] Exponential Tail Bounds on Queues
Jhunjhunwala P.
Hurtado-Lange D.
Theja Maguluri S.
Performance Evaluation Review, 2023, 51 (02): : 24 - 26

← 1 2 3 4 5 →