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arXiv · 1405.6749

Exact value for subgaussian norm of centered indicator random variable

Eugene Ostrovsky·Leonid Sirota
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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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Eugene Ostrovsky, Leonid Sirota. 2014-05-26. Exact value for subgaussian norm of centered indicator random variable. https://arxiv.org/abs/1405.6749

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