Exact value for subgaussian norm of centered indicator random variable

2014/05/26 by E. Ostrovsky, Ostrovsky, Eugene, L. Sirota +1
Computer Science · Mathematics · Physics and Astronomy · #Bayesian Modeling and Causal Inference #FOS: Mathematics #Probability (math.PR) #Statistical Mechanics and Entropy #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.1405.6749

openalex publication_date 2014/05/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We calculate the exact subgaussian norm of a centered (shifted) indicator (Bernoulli's) random variable. Using this result we derive very simple tail estimates for sums of these variables, not necessary to be identical distributed, and give some examples to show the exactness of our estimates.

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