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Library for concentration bounds

Project description

Concentration bounds library

  • concentration_bounds: fixed sample size confidence bounds on the mean.
  • concentration_variance_bounds: fixed sample size confidence bounds on the standard deviation.
  • empirical_concentration_bounds: fixed sample size confidence bounds with data-dependent estimators rather than fixed parameters (e.g the variance in Bernstein bound is estimated from the data instead of being prior knowledge).

To install : pip install concentration_lib

To test : python -m pytest

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