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#4
02-19-2015, 10:38 AM
 magdon RPI Join Date: Aug 2009 Location: Troy, NY, USA. Posts: 595
Re: Hoeffding inequality for multiple hypothesis

Sorry, there was a typo in my previous message. Yes they are different events. But they are very related events.

P[B]=1-P[A]>=1-M*...

Quote:
 Originally Posted by kostya3312 Thank you, Professor! I do not quite understand the following: I thought that the goal is to get the upper bound for probability of event . That is, for feasibility of learning the probability of this event should be small. In my opinion two events (mine) and (yours) are different events. Am I right? My last question is as follows. The LHS of Hoeffding inequality for M hypothesis is . It implies that event and event (event if you are right) are equal. Though I understand the meaning of event the meaning of event isn't so clear for me. What it literally means? I think it means . Am I right?
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