Sub-Gaussian Random Variables, Tail Probability Bounds With Random Number of Samples
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Abstract
Bounding the tail probability of an average of a random number of samples of a collection of random variables has application in multi-armed bandit problems. In this article, we will be summarizing a few results on this.
Recommended citation: Wijewardena, M., (2023). Sub-Gaussian Random Variables, Tail Probability Bounds With Random Number of Samples.
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