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-   -   Clarification needed for Hoeffding Inequality (http://book.caltech.edu/bookforum/showthread.php?t=4276)

aland 05-07-2013 02:55 PM

Clarification needed for Hoeffding Inequality
 
It's remarkable to have the chance to ask the author a question about his book. Normally, and often, I go through life with questions like these unanswered. So I appreciate greatly a resource like this.

So, the LHS side of the Hoeffding inequality is a probability. And yet, the RHS, as best as I can tell, has a range from 0 to 2.

What am I missing?

yaser 05-07-2013 03:41 PM

Re: Clarification needed for Hoeffding Inequality
 
Quote:

Originally Posted by aland (Post 10754)
It's remarkable to have the chance to ask the author a question about his book. Normally, and often, I go through life with questions like these unanswered. So I appreciate greatly a resource like this.

So, the LHS side of the Hoeffding inequality is a probability. And yet, the RHS, as best as I can tell, has a range from 0 to 2.

What am I missing?

You are correct. The RHS is an upper bound on the probability. Sometimes it's a meaningful bound and sometimes it's a trivial bound, but it is always a valid bound.


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