pith. sign in

arxiv: 1407.0839 · v2 · pith:U5LNWYBZnew · submitted 2014-07-03 · 🧮 math.PR · math.ST· stat.TH

An Exponential Inequality for Symmetric Random Variables

classification 🧮 math.PR math.STstat.TH
keywords exponentialinequalityrandomsymmetricvariablesdistributedfollowingfrac
0
0 comments X
read the original abstract

We prove the following exponential inequality: Let $n\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \[\mathbb{P}\big({X_1+...+X_n}\geq x,\, {X_1^2+...+X_n^2}\leq y\big)< \exp(-\frac{x^2}{2y})\,.\]

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.