Does someone know how to proof this?

K katxt Well-Known Member Jun 7, 2021 #2 Jun 7, 2021 #2 I don't. Anything to do with Chebyshev's Inequality? It might be interesting to plug some numbers and see how tight it is.

I don't. Anything to do with Chebyshev's Inequality? It might be interesting to plug some numbers and see how tight it is.

fed2 Active Member Jun 14, 2021 #3 Jun 14, 2021 #3 i think ur formula is 'Laurent-Massart bounds' at end of... 'http://www.stat.cmu.edu/~arinaldo/Teaching/36709/S19/Scribed_Lectures/Feb5_Aleksandr.pdf ? note the X they use is actuall X - m in your notations looks like 1325 of attached got the proof. (thats some deep googlin' but i don't really go beyond chebyshev like katxt) Attachments 1015957395.pdf 256.9 KB Views: 1 Last edited: Jun 15, 2021

i think ur formula is 'Laurent-Massart bounds' at end of... 'http://www.stat.cmu.edu/~arinaldo/Teaching/36709/S19/Scribed_Lectures/Feb5_Aleksandr.pdf ? note the X they use is actuall X - m in your notations looks like 1325 of attached got the proof. (thats some deep googlin' but i don't really go beyond chebyshev like katxt)