Optimal distribution-free concentration for the log-likelihood function of Bernoulli variables
نویسندگان
چکیده
Abstract This paper aims to establish distribution-free concentration inequalities for the log-likelihood function of Bernoulli variables, which means that tail bounds are independent parameters. Moreover, Bernstein’s and Bennett’s with optimal constants obtained. The simulation study shows significant improvements over previous results.
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ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2023
ISSN: ['1025-5834', '1029-242X']
DOI: https://doi.org/10.1186/s13660-023-02995-1