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hoheinzollern authored and affeldt-aist committed May 27, 2024
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8 changes: 4 additions & 4 deletions theories/probability.v
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Expand Up @@ -1371,8 +1371,8 @@ End uniform_probability.

(* TODO: formalize https://math.uchicago.edu/~may/REU2019/REUPapers/Rajani.pdf *)
Theorem sampling p (X : {RV P >-> R}^nat) (n : nat) (theta delta : R) :
let X_sum x := \sum_(i < n) (X i x) in
let X' := X_sum / n%:R in
let X_sum x := \sum_(i < n) (X i x)%:E in
let X' x := X_sum x * (n%:R)^-1%:E in
(forall i, bernoulli p (X i)) ->
n > 3 / (theta ^+ 2) * ln (2 / delta) ->
P [set i | `| X' i - p | < theta] >= 1 - delta.
(n%:R > 3 / (theta ^+ 2) * ln (2 / delta))%R ->
P [set i | `| X' i - p%:E | < theta%:E] >= 1 - delta%:E.

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