View Single Post
  #2  
Old 07-31-2012, 11:17 PM
yaser's Avatar
yaser yaser is offline
Caltech
 
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,478
Default Re: Question on union bound

Quote:
Originally Posted by raghu View Post
I did not grasp the reasoning behind the union bound for Hoffding's inequality.
If we have a bound for the error for a single hypothesis and we are able to calculate this, shouldnt this be the bound for any hypothesis?
Yes, for any one hypothesis, but not necessarily of a bunch of them simultaneously. The probability that any particular person will suffer a car accident on a given day is very small, but the probability that someone will suffer a car accident on that day is close to 100%. The bulk of Lecture 2 addresses this issue, so perhaps you can watch that part again (with the coins analogy).
__________________
Where everyone thinks alike, no one thinks very much
Reply With Quote