Toward the best constant factor for the Rademacher-Gaussian tail comparison
| dc.creator | Pinelis, Iosif | |
| dc.date | 2006-05-12 | |
| dc.date.accessioned | 2026-07-07T09:26:39Z | |
| dc.date.available | 2026-07-07T09:26:39Z | |
| dc.description | Let S_n:=a_1\vp_1+...+a_n\vp_n, where \vp_1,...,\vp_n are independent Rademacher random variables (r.v.'s) and a_1,...,a_n are any real numbers such that a_1^2+...+a_n^2=1. Let Z be a standard normal r.v. It is proved that the best constant factor c in inequality ¶(S_n>x) \leq c¶(Z>x) for all x in \R is between two explicitly defined absolute constants c_1 and c_2 such that c_1<c_2 \approx 1.01c_1. | |
| dc.description | 16 pages, 1 figure | |
| dc.identifier | https://arxiv.org/abs/math/0605340 | |
| dc.identifier | http://arxiv.org/abs/math/0605340 | |
| dc.identifier | ESAIM Probab. Stat. 11 (2007), 412--426 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/156826 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.subject | 60E15; 62G10; 62G15; 60G50; 62G35; 26D10 | |
| dc.title | Toward the best constant factor for the Rademacher-Gaussian tail comparison | |
| dc.type | text |