%0 Journal Article
%T An asymptotically Gaussian bound on the Rademacher tails
%A Iosif Pinelis
%J Statistics
%D 2010
%I arXiv
%X An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal distribution, thus affirming a longstanding conjecture by Efron. Applications to sums of general centered uniformly bounded independent random variables and to the Student test are presented.
%U http://arxiv.org/abs/1007.2137v3