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.
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