Working Paper Technical Note Version 1 This version is not peer-reviewed

A Note on Using Concentration Inequalities for Sampling without Replacement to Bound Future Rewards

Version 1 : Received: 16 May 2020 / Approved: 17 May 2020 / Online: 17 May 2020 (08:52:49 CEST)

How to cite: Burgess, M. A Note on Using Concentration Inequalities for Sampling without Replacement to Bound Future Rewards. Preprints 2020, 2020050289 Burgess, M. A Note on Using Concentration Inequalities for Sampling without Replacement to Bound Future Rewards. Preprints 2020, 2020050289

Abstract

We show how some concentration inequalities for sampling without replacement can be used for bounding future samples. This process can be extended to bound the sum of future samples from multiple populations, and we analyse an illustrative sample allocation problem.

Keywords

concentration bounds; sampling without replacement

Subject

Computer Science and Mathematics, Probability and Statistics

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