Bounds for Tail Probabilities of the Sample Variance

We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.

Bibliographic Details
Main Authors: V. Bentkus, M. Van Zuijlen
Format: Article
Language:English
Published: SpringerOpen 2009-01-01
Series:Journal of Inequalities and Applications
Online Access:http://dx.doi.org/10.1155/2009/941936