LFD Book Forum - View Single Post - Chapter 1

mike7 · #6 09-11-2018, 03:03 PM

Quote:

Originally Posted by magdon

If $\mu=0.9$ and $\nu\le0.1$ , it implies that $|\nu-\mu|>0.8^-$ (any number slightly less than 0.8). By the implication bound,

$P[\nu\le0.1] \le P[|\nu-\mu|>0.8^-]$

By looking at the RHS, one can identify $\epsilon$ for applying the Hoeffding bound.

If I am understanding the implications of this correctly, $\epsilon = 0.8$ is too large within the Hoeffding bound, correct? One would need to select some $\epsilon < 0.8$ , perhaps arbitrarily?