Why the CLT cannot be used for tail bounds
NumericalAdvanced⏱ 30 minProbabilitycltberry-esseenhoeffdingtails
Problem
Let be i.i.d. uniform on , , and consider .
- Compute the exact value from the binomial distribution.
- Compute the CLT approximation.
- Compute Hoeffding's upper bound.
- Compute the Berry–Esseen error bound and compare it to the quantity being estimated.
- State precisely which of (2) and (3) is a valid bound, and why.
Compute the requested quantities and say what they mean. A number without an interpretation is not an answer.
Hints
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Solution
Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.
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