Convergence Bounds

Content

  • Application - A/B testing for page layout

  • Convergence properties

    • Weak convergence
    • Convergence in probability
    • Strong (almost surely)

  • Guarantees

    • Law of large numbers
    • Central limit theorem
    • Tail bounds (Markov, Chebyshev, Chernoff, Hoeffding, Bernstein, McDiarmid inequality)

Supplementary material

Slides in PDF.

Videos