Hoeffding and Bernstein inequalities for U-statistics without replacement
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Date
2022-08
Publication Type
Journal Article
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yes
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Abstract
Concentration inequalities quantify random fluctuations of functions of random variables, typically by bounding the probability that such a function differs from its expected value by more than a certain amount. In this paper, we extend Hoeffding's inequality and Bernstein's inequality for U-statistics to the setting of sampling without replacement from a finite population.
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published
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Volume
187
Pages / Article No.
109528
Publisher
Elsevier
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Subject
Concentration inequalities; U-statistics; Sample without replacement; Hoeffding inequality; Bernstein inequality