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Results tagged with measure-concentration
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user 84393
12
votes
0
answers
473
views
Is this extension of Hoeffding's inequality known?
Question Overview:
Is it already known that, when using Hoeffding's inequality to lower bound the mean of i.i.d. random variables, you can replace the upper bound on the random variables with the lar …
- 399
4
votes
1
answer
486
views
Hoeffding's inequality for sums of pairs of random variables
Let $X_1,\dotsc, X_n$ be $n$ i.i.d. random variables where $X_1 \in [a,b]$. Similarly, let $Y_1,\dotsc,Y_m$ be $m$ i.i.d. random variables where $Y_1 \in [c,d]$. Furthermore, $X_i$ and $Y_j$ are indep …
- 399
2
votes
1
answer
169
views
Symmetry of concentration bounds on mean
Question summary:
If I have a two-sided bound, can I immediately get a one-sided bound with tighter constants?
Question details:
Let $\mathbf X = X_1,...,X_n$ be $n$ i.i.d. real-valued random varia …
- 399
1
vote
0
answers
162
views
What exactly is and is not a concentration inequality?
Hoeffding's inequality is surely a concentration inequality. It can be written in the form:
$\Pr(\bar X + f(n,\delta) \geq \mu) \geq 1-\delta,$
for some function $f$, where $X$ is a set of i.i.d. sa …
- 399