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https://doi.org/10.1016/j.spl.2021.109349
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Cite Journal: Statistics & Probability Letters |  Publication Date: Jan 1, 2022 |
 Citations: 1 |
Affiliation: Xiangtan University, Harbin Institute of Technology
Using a multipoint approximation to the moment-generating function, this paper presents an improved version of Hoeffding’s inequality which can be evaluated easily. The optimal multipoint degree is selected by a change-point detection method. Some numerical comparisons are also demonstrated.
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