{ "id": "math/0605340", "version": "v1", "published": "2006-05-12T15:26:19.000Z", "updated": "2006-05-12T15:26:19.000Z", "title": "Toward the best constant factor for the Rademacher-Gaussian tail comparison", "authors": [ "Iosif Pinelis" ], "comment": "16 pages, 1 figure", "journal": "ESAIM Probab. Stat. 11 (2007), 412--426", "categories": [ "math.PR", "math.ST", "stat.TH" ], "abstract": "Let S_n:=a_1\\vp_1+...+a_n\\vp_n, where \\vp_1,...,\\vp_n are independent Rademacher random variables (r.v.'s) and a_1,...,a_n are any real numbers such that a_1^2+...+a_n^2=1. Let Z be a standard normal r.v. It is proved that the best constant factor c in inequality \\P(S_n>x) \\leq c\\P(Z>x) for all x in \\R is between two explicitly defined absolute constants c_1 and c_2 such that c_1