Journal of Inequalities and Applications
Volume 2009 (2009), Article ID 941936, 20 pages
doi:10.1155/2009/941936
Research Article

Bounds for Tail Probabilities of the Sample Variance

V. Bentkus1 and M. Van Zuijlen2

1Vilnius Pedagogical University, Studentu 39, LT-08106 Vilnius, Lithuania
2IMAPP, Radboud University Nijmegen, P.O. Box 9010, 6500 GL Nijmegen, The Netherlands

Received 11 February 2009; Accepted 20 June 2009

Academic Editor: Andrei Volodin

Copyright © 2009 V. Bentkus and M. Van Zuijlen. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.