Timeline for Is there a proof that the Law of Large Numbers is the limit (numerical) for estimation of expected values?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 22, 2016 at 22:33 | comment | added | Aryeh Kontorovich | Well, once you know the form of the optimal estimator (empirical mean), you can use Chernoff bounds for sharp finite-sample estimates. | |
| Dec 22, 2016 at 22:29 | comment | added | Thomas Eberhard | Thinking practically here, the (general) question is most interesting for relatively small n. How big does n need to be for the asymptotic $c/\sqrt(n)$ to hold? | |
| Dec 22, 2016 at 21:33 | comment | added | Thomas Eberhard | This paper is just what I had been searching for. Thank you very much. | |
| Dec 22, 2016 at 21:32 | vote | accept | Thomas Eberhard | ||
| Dec 22, 2016 at 21:15 | history | answered | Aryeh Kontorovich | CC BY-SA 3.0 |