Symmetry of concentration and scaling for self-bounding functions

Abstract: We prove generalised concentration inequalities for a class of scaled self-bounding functions of independent random variables, referred to as ${(M,a,b)}$ self-bounding. The scaling refers to the fact that the component-wise difference is upper bounded by an arbitrary positive real number $M$ instead of the case $M=1$ previously considered in the literature. Using the entropy method, we derive symmetric bounds for both the upper and lower tails, and study the tightness of the proposed bounds. Our results improve existing bounds for functions that satisfy the ($a,b$) self-bounding property.