Abstract: In this short lecture we give an introduction to a fundamental problem in statistics: Estimating the mean of an unknown random variable through a finite number of samples. The most natural estimator is clearly the sample mean, i.e. taking the average of all observations. We shall explain the basic idea behind many so-called concentration inequalities, stating that with high probability, the sample mean is a good estimator for the true mean.
Concentration of the sample mean
11.03.2022 14:00 - 14:20
Organiser:
R. I. Boţ
Location: