Bennett's inequality

In probability theory, Bennett's inequality provides an upper bound on the probability that the sum of independent random variables deviates from its expected value by more than any specified amount. Bennett's inequality was proved by George Bennett of the University of New South Wales in 1962.[1]

  1. ^ Bennett, G. (1962). "Probability Inequalities for the Sum of Independent Random Variables". Journal of the American Statistical Association. 57 (297): 33–45. doi:10.2307/2282438. JSTOR 2282438.