Timeline for Existence and sharpness of Bernstein-type bounds on the moment-generating function
Current License: CC BY-SA 4.0
2 events
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| Nov 3 at 1:31 | comment | added | πr8 | Re: that the MGF bound implies the Bernstein concentration inequality, I'm familiar with this, but it's not what I'm asking; I'll try to re-write the question in due course to clarify this. The pointer to the Bernstein-Orlicz norm seems quite likely to be fruitful; I will re-acquaint myself with the work and check whether it's doing what I seek. | |
| Nov 3 at 0:57 | history | answered | Mark Schultz-Wu | CC BY-SA 4.0 |