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Original Articles

A Note on Hoeffding's Inequality

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Pages 907-912 | Published online: 10 Apr 2012

References

  • Chernoff , H. 1952 . “A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations,” . Annals of Mathematical Statistics , 23 : 493 – 507 .
  • Hoeffding , Wassily . 1963 . “Probability inequalities for sums of bounded random variables,” . Journal of the American Statistical Association , 58 : 13 – 30 .
  • Hoeffding , Wassily . “On probabilities of large deviations,” . Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability . Vol. I , pp. 203 – 219 .
  • Kambo , N. S. and Kotz , S. 1966 . “On exponential bounds for binomial probabilities,” . Annals of the Institute of Statistical Mathematics , 18 : 277 – 287 .
  • Krafft , O. 1969 . “A note on exponential bounds for binomial probabilities,” . Annals of the Institute of Statistical Mathematics , 21 : 213 – 220 .
  • Kullback , S. 1959 . Information Theory and Statistics , New York : John Wiley and Sons, Inc. .
  • Morgenstern , D. 1964 . Einführung in die Wahrscheinlichkeitsrechnung und Mathematische Statistik , Berlin : Springer .
  • Rosen , B. 1967 . “On an inequality of Hoeffding,” . Annals of Mathematical Statistics , 38 : 382 – 392 .
  • Wozencraft , J. M. and Reiffen , B. 1964 . Sequential Decoding , New York : John Wiley and Sons, Inc. .

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