Re: Hoeffding’s inequality
hi
I have some trouble grasping Hoeffding’s inequality and the idea of using coins as marbles.
first of all,the probability of error in whole space is .5,since the coins are fair.while the probability of error in sample space is frequency of heads,say.
Hoeffding’s inequality stats that given an experiment,the probability of how badly we learned does not depend on how the experiment performed;however, in case of finite flipping,the right hand side depends on it and the threshold.
so,in our problem,after running the experiment we have some coins with known in sample error.we choose one of them and now how we should use the Hoeffding’s inequality?
thank you to putting your time on this.
