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
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spelling doaj-0a8803947c9a49c1aeb2a96b31ae11f62020-11-24T22:06:38ZengSpringerOpenJournal of Inequalities and Applications1025-58341029-242X2009-01-01200910.1155/2009/941936Bounds for Tail Probabilities of the Sample VarianceV. BentkusM. Van ZuijlenWe 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. http://dx.doi.org/10.1155/2009/941936
collection DOAJ
language English
format Article
sources DOAJ
author V. Bentkus
M. Van Zuijlen
spellingShingle V. Bentkus
M. Van Zuijlen
Bounds for Tail Probabilities of the Sample Variance
Journal of Inequalities and Applications
author_facet V. Bentkus
M. Van Zuijlen
author_sort V. Bentkus
title Bounds for Tail Probabilities of the Sample Variance
title_short Bounds for Tail Probabilities of the Sample Variance
title_full Bounds for Tail Probabilities of the Sample Variance
title_fullStr Bounds for Tail Probabilities of the Sample Variance
title_full_unstemmed Bounds for Tail Probabilities of the Sample Variance
title_sort bounds for tail probabilities of the sample variance
publisher SpringerOpen
series Journal of Inequalities and Applications
issn 1025-5834
1029-242X
publishDate 2009-01-01
description 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.
url http://dx.doi.org/10.1155/2009/941936
work_keys_str_mv AT vbentkus boundsfortailprobabilitiesofthesamplevariance
AT mvanzuijlen boundsfortailprobabilitiesofthesamplevariance
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