LFD Book Forum Clarification needed for Hoeffding Inequality
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#1
05-07-2013, 03:55 PM
 aland Junior Member Join Date: Apr 2013 Posts: 2
Clarification needed for Hoeffding Inequality

It's remarkable to have the chance to ask the author a question about his book. Normally, and often, I go through life with questions like these unanswered. So I appreciate greatly a resource like this.

So, the LHS side of the Hoeffding inequality is a probability. And yet, the RHS, as best as I can tell, has a range from 0 to 2.

What am I missing?
#2
05-07-2013, 04:41 PM
 yaser Caltech Join Date: Aug 2009 Location: Pasadena, California, USA Posts: 1,478
Re: Clarification needed for Hoeffding Inequality

Quote:
 Originally Posted by aland It's remarkable to have the chance to ask the author a question about his book. Normally, and often, I go through life with questions like these unanswered. So I appreciate greatly a resource like this. So, the LHS side of the Hoeffding inequality is a probability. And yet, the RHS, as best as I can tell, has a range from 0 to 2. What am I missing?
You are correct. The RHS is an upper bound on the probability. Sometimes it's a meaningful bound and sometimes it's a trivial bound, but it is always a valid bound.
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