|
|||||
|
|
A refinement of Hoeffding's inequality |
|
| Authors: | Steven G From |
| Institution: | Department of Mathematics , University of Nebraska at Omaha , Omaha , NE , 68102 , USA |
| Abstract: | In this paper, we present a refinement of Hoeffding's inequality which is of closed form and which significantly improves on this inequality in many cases. Some numerical comparisons are also presented. |
| Keywords: | Hoeffding's inequality arithmetic mean–geometric mean inequality moment-generating function |