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Steve Flammia
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Some very sharp bounds for questions like these are provided by something called a Chernoff bound. The example in the wikipedia article will give you what you need.

Edit: Oh, I forgot to say that you need an estimator for the "true" probability, but I guess that the one you are using is just the average over the samples.

Some very sharp bounds for questions like these are provided by something called a Chernoff bound. The example in the wikipedia article will give you what you need.

Some very sharp bounds for questions like these are provided by something called a Chernoff bound. The example in the wikipedia article will give you what you need.

Edit: Oh, I forgot to say that you need an estimator for the "true" probability, but I guess that the one you are using is just the average over the samples.

Source Link
Steve Flammia
  • 2.6k
  • 2
  • 25
  • 29

Some very sharp bounds for questions like these are provided by something called a Chernoff bound. The example in the wikipedia article will give you what you need.