首页   按字顺浏览 期刊浏览 卷期浏览 A Note on Hoeffding's Inequality
A Note on Hoeffding's Inequality

 

作者: O. Krafft,   N. Schmitz,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1969)
卷期: Volume 64, issue 327  

页码: 907-912

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10501022

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A lower bound is derived concerning a special form of the entropy function of information theory. It is applied to Hoeffding's bound for the probability of the deviation of the sample mean from its expected value and for the corresponding problem concerning the sample variance. Furthermore, applying the bound one can obtain a discard function for a binary symmetric channel, a lower bound for the total error probability in testing two simple hypotheses, given the number of observations, and a lower bound for the deviation of the empirical distribution from the true distribution.

 

点击下载:  PDF (460KB)



返 回