Quote:
Originally Posted by melipone
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
's. Whether applying the Inequality with a particular
leads to a useful bound is a separate question.