Geodesic
Toward the best constant factor for the Rademacher-gaussian tail comparison
ESAIM: Probability and Statistics, Tome 11 (2007), pp. 412-426

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It is proved that the best constant factor in the Rademacher-gaussian tail comparison is between two explicitly defined absolute constants c 1 and c 2 such that c 2 ≈1.01 c 1 . A discussion of relative merits of this result versus limit theorems is given.

DOI : 10.1051/ps:2007027
Classification : 60E15, 62G10, 62G15, 60G50, 62G35
Keywords: probability inequalities, Rademacher random variables, sums of independent random variables, Student's test, self-normalized sums 
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     author = {Pinelis, Iosif},
     title = {Toward the best constant factor for the {Rademacher-gaussian} tail comparison},
     journal = {ESAIM: Probability and Statistics},
     pages = {412--426},
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     year = {2007},
     doi = {10.1051/ps:2007027},
     mrnumber = {2339301},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2007027/}
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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

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