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arxiv: 1409.6276 · v1 · pith:IOSSAEYLnew · submitted 2014-09-01 · 🧮 math.ST · math.PR· stat.TH

Concentration Inequalities from Likelihood Ratio Method

classification 🧮 math.ST math.PRstat.TH
keywords concentrationinequalitiesdistributionsmethodapplicationsderivingdevelopedestablished
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We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various distributions are developed without the idea of minimizing moment generating functions.

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