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Old 09-15-2017, 10:55 PM
mauriciogruppi mauriciogruppi is offline
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Default Re: Hoeffding Inequality Definition (Chapter 1, Eqn. 1.4)

Quote:
Originally Posted by SpencerNorris View Post
I'm currently working on Exercise 1.9 and had a question about the Hoeffding inequality. I'm looking at the inner inequality of the left hand term, but I've seen the inequality presented in different ways in different locations. The textbook (p. 19) says |v - mu| strictly greater than epsilon, but Wikipedia claims |v - mu| greater than or equal to epsilon; same for UMich's Stat Learning Theory course: http://bit.ly/2x1RRkD .

I'm basically wondering if there's some sort of subtlety that I'm missing or if it was a mistake in the textbook. Thanks!

Spencer Norris
In cases like this, you can use greater than or equal to epsilon.

This has been explained by professor Malik here:
http://book.caltech.edu/bookforum/showthread.php?t=4412
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