It is proved that the best constant factor in the Rademacher-gaussian tail comparison is between two explicitly defined absolute constants and such that 1.01 . A discussion of relative merits of this result versus limit theorems is given.
Mots-clés : probability inequalities, Rademacher random variables, sums of independent random variables, Student's test, self-normalized sums
@article{PS_2007__11__412_0, author = {Pinelis, Iosif}, title = {Toward the best constant factor for the {Rademacher-gaussian} tail comparison}, journal = {ESAIM: Probability and Statistics}, pages = {412--426}, publisher = {EDP-Sciences}, volume = {11}, year = {2007}, doi = {10.1051/ps:2007027}, mrnumber = {2339301}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ps:2007027/} }
TY - JOUR AU - Pinelis, Iosif TI - Toward the best constant factor for the Rademacher-gaussian tail comparison JO - ESAIM: Probability and Statistics PY - 2007 SP - 412 EP - 426 VL - 11 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ps:2007027/ DO - 10.1051/ps:2007027 LA - en ID - PS_2007__11__412_0 ER -
%0 Journal Article %A Pinelis, Iosif %T Toward the best constant factor for the Rademacher-gaussian tail comparison %J ESAIM: Probability and Statistics %D 2007 %P 412-426 %V 11 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ps:2007027/ %R 10.1051/ps:2007027 %G en %F PS_2007__11__412_0
Pinelis, Iosif. Toward the best constant factor for the Rademacher-gaussian tail comparison. ESAIM: Probability and Statistics, Tome 11 (2007), pp. 412-426. doi : 10.1051/ps:2007027. http://archive.numdam.org/articles/10.1051/ps:2007027/
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