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Old 01-01-2013, 11:38 AM
donthireddy donthireddy is offline
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Join Date: Jul 2012
Location: USA
Posts: 1
Default Re: Proof of Hoeffding's inequality is required

Thanks to eakarahan for asking, and to Prof. Lin for designing a great exercise.

I think I have managed to complete the proof. Most of the steps pushed my math skills to the limit. Took 2-3 hours spread over a couple of days.
The first one made me think harder about what a probability distribution is.
A fair bit of algebraic manipulation in the other steps, some optimization in step 4. I needed to think of using the Taylor expansion for one of the steps. Overall, it was excellent exercise for the brain.
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