Library for concentration bounds
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 https://pypi.org/project/concentration-lib/
To test : python -m pytest
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