Timeline for Sharp tail bounds for the maximum of an iid sample of a random variable supported on $[0, 1]$
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Dec 20, 2018 at 21:18 | comment | added | Iosif Pinelis | Oops, I missed it that the distribution on $[0,1]$ may arbitrary. This does not change the answer much, though. | |
| Dec 20, 2018 at 21:16 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
deleted 235 characters in body
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| Dec 20, 2018 at 20:19 | comment | added | dohmatob | The formula you're proposing is valid for the uniform distribution on $[0,1]$. My problem is more general. The distribution is only required to supported on $[0, 1]$, not necessarily uniform thereupon. Agreed ? Concerning the remark about my use of "empirical processé", it's in fact not a very interesting process. Fixed. | |
| Dec 20, 2018 at 19:58 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |