Tight lower bound on the probability of a binomial exceeding its expectation

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in learning theory and generalization bounds for unbounded loss functions.

MoreLess

Year of publication:	2014
Authors:	Greenberg, Spencer ; Mohri, Mehryar
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 86.2014, C, p. 91-98
Publisher:	Elsevier
Subject:	Binomial distribution \| Lower bound \| Expected value \| Relative deviation \| Machine learning

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010743561