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Old 09-11-2018, 03:03 PM
mike7 mike7 is offline
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Join Date: Sep 2018
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Default Re: Chapter 1 - Exercise 1.9

Originally Posted by magdon View Post
If \mu=0.9 and \nu\le0.1, it implies that |\nu-\mu|>0.8^- (any number slightly less than 0.8). By the implication bound,

P[\nu\le0.1] \le P[|\nu-\mu|>0.8^-]

By looking at the RHS, one can identify \epsilon for applying the Hoeffding bound.
If I am understanding the implications of this correctly, \epsilon = 0.8 is too large within the Hoeffding bound, correct? One would need to select some \epsilon < 0.8, perhaps arbitrarily?
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