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Old 10-05-2015, 07:39 PM
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yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
Posts: 1,478
Default Re: Hoeffding Inequality

Let me rephrase it. Let's say (like in Hoeffding) that a rare event has a probability of at most 1% of happening. If we make repeated independent trials looking for that event, each trial still gives a probability of at most 1% for that event to happen. Now, if we actively search for the case when that rare event actually happened among these many trials, we will succeed in finding it with probability much more than 1%.
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