2 The Bounded Difference Inequality Definition 1. Let A be some set and : An → R. We say o satisfies the bounded difference assumption if 3c₁,..., Cn0 s.t. Vi, 1 < i 0 and 212 Pr{p(X₁,..., Xn) - E[p(X₁,..., Xn)] > t} t} < 2e 14. - Remark. The bounded difference inequality recovers Hoeffding's inequality [2]. Assume X, E [a, bi] and take (X₁,..., Xn) = 1 X₁. Then c₁ = biai. Pluging everything into the BDI gives n n 212 Pr{| Σ X₁ - E[X]| ≥ t} < 2e_i=1(bi-ai)². i=1 How to get to this step?
2 The Bounded Difference Inequality Definition 1. Let A be some set and : An → R. We say o satisfies the bounded difference assumption if 3c₁,..., Cn0 s.t. Vi, 1 < i 0 and 212 Pr{p(X₁,..., Xn) - E[p(X₁,..., Xn)] > t} t} < 2e 14. - Remark. The bounded difference inequality recovers Hoeffding's inequality [2]. Assume X, E [a, bi] and take (X₁,..., Xn) = 1 X₁. Then c₁ = biai. Pluging everything into the BDI gives n n 212 Pr{| Σ X₁ - E[X]| ≥ t} < 2e_i=1(bi-ai)². i=1 How to get to this step?
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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