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Old 10-01-2015, 09:38 PM
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yaser yaser is offline
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Join Date: Aug 2009
Location: Pasadena, California, USA
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Default Re: Hoeffding Inequality

It's a subtle point. There is "cherry picking" if we fish for a sample that has certain properties after many trials, instead of having a sample that is fairly drawn from a fixed hypothesis.

Statements involving probability are tricky because they don't guarantee a particular outcome, just the likelihood of getting that outcome. Therefore, changing the game to allow more trials or different conditions would change the probabilities.
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