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].
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页数：6
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