How does the inequality $|hat V_1-V|le max_1le ile nBig|frac11+tildelambda g_iBig|^2cdot|frac1nsum_i=1^ng_i^2- V|$ hold?Azuma's inequality to McDiarmid's inequality?How to use Chebyshev's inequality or the law of large numbers to a probability question?Bounding a deviation from the meanCentral sample moments are asymptotically unbiasedDoes the following inequality hold?Deriving the asymptotic distribution of a two-stage estimatorDoes the following inequality hold? (Integral inequality)A Maximal Version of Empirical Bernstein InequalityProbability of seeing $n$ buses in time $t$For cdf $F(x)$ ad empirical cdf $F_n(x)$, show that $|F^-1big(F_n(xi_p)big)-hatxi_p|overseta.sto0$
Are tax years 2016 & 2017 back taxes deductible for tax year 2018?
Copenhagen passport control - US citizen
A function which translates a sentence to title-case
Example of a relative pronoun
Why CLRS example on residual networks does not follows its formula?
Download, install and reboot computer at night if needed
Finding files for which a command fails
What is the white spray-pattern residue inside these Falcon Heavy nozzles?
How can bays and straits be determined in a procedurally generated map?
Is Social Media Science Fiction?
I see my dog run
Infinite past with a beginning?
Simulate Bitwise Cyclic Tag
Is it possible to do 50 km distance without any previous training?
How is it possible for user's password to be changed after storage was encrypted? (on OS X, Android)
Circuitry of TV splitters
How can the DM most effectively choose 1 out of an odd number of players to be targeted by an attack or effect?
How does one intimidate enemies without having the capacity for violence?
I’m planning on buying a laser printer but concerned about the life cycle of toner in the machine
Copycat chess is back
How do we improve the relationship with a client software team that performs poorly and is becoming less collaborative?
Why is this code 6.5x slower with optimizations enabled?
What makes Graph invariants so useful/important?
Can town administrative "code" overule state laws like those forbidding trespassing?
How does the inequality $|hat V_1-V|le max_1le ile nBig|frac11+tildelambda g_iBig|^2cdot|frac1nsum_i=1^ng_i^2- V|$ hold?
Azuma's inequality to McDiarmid's inequality?How to use Chebyshev's inequality or the law of large numbers to a probability question?Bounding a deviation from the meanCentral sample moments are asymptotically unbiasedDoes the following inequality hold?Deriving the asymptotic distribution of a two-stage estimatorDoes the following inequality hold? (Integral inequality)A Maximal Version of Empirical Bernstein InequalityProbability of seeing $n$ buses in time $t$For cdf $F(x)$ ad empirical cdf $F_n(x)$, show that $|F^-1big(F_n(xi_p)big)-hatxi_p|overseta.sto0$
$begingroup$
Suppose we have
$$frac1nsum_i=1^nfracg_i1+lambda g_i=0.$$
Since $frac11+ax=1-fracax(1+axi)^2$, $xi$ is between $0$ and $x$, we obtain
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdotBig[1-fraclambda g_i(1+tildelambda g_i)^2Big]=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2=0,$$
where $tildelambda$ is between $0$ and $lambda$.
Denote $hat V_1=frac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2$, we have
$$lambda=hat V_1^-1cdotfrac1nsum_i=1^ng_i$$
Suppose $frac1nsum_i=1^ng_i^2oversetpto V$ and $max_1le ile n|lambda g_i|oversetpto 0$.
I saw in one paper that
$$|hat V_1-V|le max_1le ile nBig|frac11+tildelambda g_iBig|^2cdot|frac1nsum_i=1^ng_i^2- V|oversetpto0$$
My question is that how does this inequality hold? Does it have any trick?
If we use the approximation $frac11+axapprox 1-ax$, we chave
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdot(1-lambda g_i)=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^ng_i^2=0,$$
Denote $hat V_2=frac1nsum_i=1^ng_i^2$, under the assumption, we can directly obtain that
$$lambda=hat V_2^-1cdotfrac1nsum_i=1^ng_i ~~mboxand~~ hat V_2oversetpto V.$$
Is this observation equavalent to the inequality above?
probability probability-theory inequality convergence random-variables
$endgroup$
add a comment |
$begingroup$
Suppose we have
$$frac1nsum_i=1^nfracg_i1+lambda g_i=0.$$
Since $frac11+ax=1-fracax(1+axi)^2$, $xi$ is between $0$ and $x$, we obtain
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdotBig[1-fraclambda g_i(1+tildelambda g_i)^2Big]=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2=0,$$
where $tildelambda$ is between $0$ and $lambda$.
Denote $hat V_1=frac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2$, we have
$$lambda=hat V_1^-1cdotfrac1nsum_i=1^ng_i$$
Suppose $frac1nsum_i=1^ng_i^2oversetpto V$ and $max_1le ile n|lambda g_i|oversetpto 0$.
I saw in one paper that
$$|hat V_1-V|le max_1le ile nBig|frac11+tildelambda g_iBig|^2cdot|frac1nsum_i=1^ng_i^2- V|oversetpto0$$
My question is that how does this inequality hold? Does it have any trick?
If we use the approximation $frac11+axapprox 1-ax$, we chave
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdot(1-lambda g_i)=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^ng_i^2=0,$$
Denote $hat V_2=frac1nsum_i=1^ng_i^2$, under the assumption, we can directly obtain that
$$lambda=hat V_2^-1cdotfrac1nsum_i=1^ng_i ~~mboxand~~ hat V_2oversetpto V.$$
Is this observation equavalent to the inequality above?
probability probability-theory inequality convergence random-variables
$endgroup$
add a comment |
$begingroup$
Suppose we have
$$frac1nsum_i=1^nfracg_i1+lambda g_i=0.$$
Since $frac11+ax=1-fracax(1+axi)^2$, $xi$ is between $0$ and $x$, we obtain
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdotBig[1-fraclambda g_i(1+tildelambda g_i)^2Big]=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2=0,$$
where $tildelambda$ is between $0$ and $lambda$.
Denote $hat V_1=frac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2$, we have
$$lambda=hat V_1^-1cdotfrac1nsum_i=1^ng_i$$
Suppose $frac1nsum_i=1^ng_i^2oversetpto V$ and $max_1le ile n|lambda g_i|oversetpto 0$.
I saw in one paper that
$$|hat V_1-V|le max_1le ile nBig|frac11+tildelambda g_iBig|^2cdot|frac1nsum_i=1^ng_i^2- V|oversetpto0$$
My question is that how does this inequality hold? Does it have any trick?
If we use the approximation $frac11+axapprox 1-ax$, we chave
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdot(1-lambda g_i)=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^ng_i^2=0,$$
Denote $hat V_2=frac1nsum_i=1^ng_i^2$, under the assumption, we can directly obtain that
$$lambda=hat V_2^-1cdotfrac1nsum_i=1^ng_i ~~mboxand~~ hat V_2oversetpto V.$$
Is this observation equavalent to the inequality above?
probability probability-theory inequality convergence random-variables
$endgroup$
Suppose we have
$$frac1nsum_i=1^nfracg_i1+lambda g_i=0.$$
Since $frac11+ax=1-fracax(1+axi)^2$, $xi$ is between $0$ and $x$, we obtain
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdotBig[1-fraclambda g_i(1+tildelambda g_i)^2Big]=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2=0,$$
where $tildelambda$ is between $0$ and $lambda$.
Denote $hat V_1=frac1nsum_i=1^nfracg_i^2(1+tildelambda g_i)^2$, we have
$$lambda=hat V_1^-1cdotfrac1nsum_i=1^ng_i$$
Suppose $frac1nsum_i=1^ng_i^2oversetpto V$ and $max_1le ile n|lambda g_i|oversetpto 0$.
I saw in one paper that
$$|hat V_1-V|le max_1le ile nBig|frac11+tildelambda g_iBig|^2cdot|frac1nsum_i=1^ng_i^2- V|oversetpto0$$
My question is that how does this inequality hold? Does it have any trick?
If we use the approximation $frac11+axapprox 1-ax$, we chave
$$frac1nsum_i=1^nfracg_i1+lambda g_i=frac1nsum_i=1^ng_icdot(1-lambda g_i)=frac1nsum_i=1^ng_i-lambdacdotfrac1nsum_i=1^ng_i^2=0,$$
Denote $hat V_2=frac1nsum_i=1^ng_i^2$, under the assumption, we can directly obtain that
$$lambda=hat V_2^-1cdotfrac1nsum_i=1^ng_i ~~mboxand~~ hat V_2oversetpto V.$$
Is this observation equavalent to the inequality above?
probability probability-theory inequality convergence random-variables
probability probability-theory inequality convergence random-variables
asked Mar 29 at 22:30
J.MikeJ.Mike
343110
343110
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "69"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3167708%2fhow-does-the-inequality-hat-v-1-v-le-max-1-le-i-le-n-big-frac11-tild%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3167708%2fhow-does-the-inequality-hat-v-1-v-le-max-1-le-i-le-n-big-frac11-tild%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown