Bernstein-type bounds for beta distribution
نویسندگان
چکیده
This work obtains sharp closed-form exponential concentration inequalities of Bernstein type for the ubiquitous beta distribution, improving upon sub-Gaussian and sub-gamma bounds previously studied in this context. The proof leverages a novel handy recursion order 2 central moments obtained from hypergeometric representations moments; is useful obtaining explicit expressions various tail approximations.
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ژورنال
عنوان ژورنال: Modern stochastics: theory and applications
سال: 2023
ISSN: ['2351-6046', '2351-6054']
DOI: https://doi.org/10.15559/23-vmsta223