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An Exponential Inequality for Symmetric Random Variables
Raphaël Cerf and Matthias Gorny
The American Mathematical Monthly
Vol. 122, No. 8 (October 2015), pp. 786-789
Published by: Mathematical Association of America
Stable URL: http://www.jstor.org/stable/10.4169/amer.math.monthly.122.8.786
Page Count: 4
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We prove a simple exponential inequality which gives a control on the first two empirical moments of a sequence of independent identically distributed symmetric real-valued random variables.
Copyright the Mathematical Association of America 2015