2 ms·
I would like to point you towards Hoeffding's inequality. The probability of deviating more than epsilon from the mean after n experiments is exponential in n.
by PartiallyTyped 6y ago
I would like to point you towards Hoeffding's inequality. The probability of deviating more than epsilon from the mean after n experiments is exponential in n.
- leereeves 6y agoI think you're talking about different things. For a fixed range, the probability of being outside that range decays like 1/k^n. But for a fixed probability, the width of the range with that probability decays like 1/sqrt(n).