View Single Post
  #1  
Old 07-12-2012, 09:12 PM
ESRogs ESRogs is offline
Member
 
Join Date: Jul 2012
Posts: 12
Default Hoeffding's inequality with M

Hi,

I'm wondering why in Lecture 2 -- when we're trying to modify the right hand side of Hoeffding's inequality to take into account drawing from multiple bins (see page 16 of the slides) -- we sum all the probabilities of samples being non-representative, rather than taking 1 - the product of all the probabilities of each sample being representative.

In other words, (calling the right hand side of the original inequality p for simplicity) why doesn't the right hand side of the modified form become 1-(1-p)^M instead of M*p.

Wouldn't that be a still correct but tighter bound?

Thanks!
Reply With Quote