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