Hoeffdingの確率不等式の根本的な性能向上のための基礎的考察

抄録

Hoeffding probability inequality has been known as one of the best theoretical ways for evaluating the upper bound of upper probability about an average of several random variables based on limited stochastic properties such as expectation, variance and domain in each random variable. In this study, we address a fundamental study to make some issues clear for essentially improving the performance of Hoeffding probability inequality.