Timeline for What are the sharpest known tail bounds for $\chi_k^2$ distributed variables?
Current License: CC BY-SA 2.5
6 events
| when toggle format | what | by | license | comment | |
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| Apr 24, 2011 at 15:12 | vote | accept | mkolar | ||
| Nov 23, 2010 at 20:44 | comment | added | whuber♦ | Gamma integrals can be "controlled analytically," so what distinction are you making? | |
| Nov 23, 2010 at 17:30 | comment | added | mkolar | I am not interested in computing an upper bound, but obtaining something that I can control analytically. The answer that robin has provided is exactly what I was looking for. The question is, are there more precise bounds than those provided by Massart and Laurent? | |
| Nov 23, 2010 at 16:04 | comment | added | whuber♦ | If you define the deltas to be complementary incomplete gamma functions, you obtain exact equalities. Obviously these are the sharpest possible bounds! I guess the point of this question is that your calculator doesn't compute incomplete gammas and you're looking for an approximation, but that still omits essential information: how can we answer this question until we know just what your calculator can compute? | |
| Nov 23, 2010 at 12:02 | answer | added | robin girard | timeline score: 28 | |
| Nov 23, 2010 at 10:12 | history | asked | mkolar | CC BY-SA 2.5 |