Package org.drip.sample.efronstein

Efron Stein Sequence Sum Bounds
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BinaryVariateSumBound
    BinaryVariateSumBound demonstrates the Computation of the Probabilistic Bounds for the Realization of the Values of a Multivariate Function over Random Sequence Values (in this case, sum of the independent Random Variates) using Variants of the Efron-Stein Methodology.
    BoundedVariateSumBound
    BoundedVariateSumBound demonstrates the Computation of the Probabilistic Bounds for the Realization of the Values of a Multivariate Function over Random Sequence Values (in this case, sum of the independent Random Variates) using Variants of the Efron-Stein Methodology.
    GlivenkoCantelliSupremumBound
    GlivenkoCantelliSupremumBound demonstrates the Computation of the Probabilistic Bounds for the Supremum among the Class of Functions for an Empirical Sample from its Population Mean using Variants of the Efron-Stein Methodology.
    GlivenkoCantelliUniformBound
    GlivenkoCantelliUniformBound demonstrates the Computation of the Probabilistic Bounds for the Uniform Deviation of an Empirical Sample from its Population Mean using Variants of the Efron-Stein Methodology.
    KernelDensityL1Bound
    KernelDensityL1Bound demonstrates the Computation of the Probabilistic Bounds for the L1 Errors of Kernel Density Estimation using Variants of the Efron-Stein Methodology.
    LongestCommonSubsequenceBound
    LongestCommonSubsequenceBound demonstrates the Computation of the Probabilistic Bounds for the Longest Common Subsequence across each half over the Random Sequence Values using Variants of the Efron-Stein Methodology.
    MinimumBinPackingBound
    MinimumBinPackingBound demonstrates the Computation of the Probabilistic Bounds for the Minimum Number of Packing Bins over a Random Sequence Values using Variants of the Efron-Stein Methodology.
    OrientedPassageTimeBound
    OrientedPassageTimeBound demonstrates the Computation of the Probabilistic Bounds for the First Passage Time in a Grid of Oriented Percolation using Variants of the Efron-Stein Methodology.