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Let be independent Rademacher variables. We prove \begin{equation*} \max_{1\leq j\leq p}\left|\frac{1}{n}\sum_{i=1}^nε_{ij}\right| \geq \min\left{\frac{255}{256},\frac{1}{\sqrt{2\log 2}}\sqrt{\frac{\log(2p)}{n}}\right}. \end{equation*} The equality is attained, for instance, by and We also discuss the optimality of the numerical constants.

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