An Exponential Inequality for Symmetric Random Variables
Raphaël CerfMatthias Gorny
所有作者
Raphaël CerfMatthias Gorny
文献摘要
We prove the following exponential inequality: Let n≥1 and let
X1,...,Xn be n independent identically distributed symmetric real-valued
random variables. For any x,y>0, we have P(X1+...+Xn≥x,X12+...+Xn2≤y)<exp(−2yx2).