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 test : python -m pytest

This version

0.2.0

Jun 14, 2023

0.1.2

Nov 15, 2021

0.1.1

Nov 10, 2021

0.1.0

Nov 10, 2021

0.0.1

Jul 20, 2021

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Uploaded Jun 14, 2023 Source

Uploaded Jun 14, 2023 Python 3

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