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Old 07-31-2012, 11:17 PM
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yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
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Default Re: Question on union bound

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).
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