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A Note on Hoeffding's Inequality
O. Krafft and N. Schmitz
Journal of the American Statistical Association
Vol. 64, No. 327 (Sep., 1969), pp. 907-912
Stable URL: http://www.jstor.org/stable/2283471
Page Count: 6
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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.
Journal of the American Statistical Association © 1969 American Statistical Association