Thread: Q1 and Q2
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Old 01-17-2013, 08:55 AM
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yaser yaser is offline
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Default Re: Q1 and Q2

Originally Posted by melipone View Post
How to choose epsilon?
I understand that any epsilon will do for the Hoeffding inequality but I think I want an epsilon that will give me a probability that P(v - mu) > epsilon is greater than 0, correct?
What is a good range of epsilon to try?
For Problem 2, satisfying Hoeffding's Inequality means that the inequality is valid for all \epsilon's. Whether applying the Inequality with a particular \epsilon leads to a useful bound is a separate question.
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