The paper demonstrates a concentration inequality for the inverse gaussian distribution, indicating its relevance in machine learning applications.
Concentration inequalities involving tail behavior of distributions have currently become very popular owing to their applications in the growing machine learning literature. The paper offers one such inequality for the less known, but equally important inverse Gaussian distribution. Journal of Statistical Research 2025, Vol. 59, No. 1, pp. 5-8
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Malay Ghosh (2025) studied this question.
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