concentration-lib

Library for concentration bounds


License
GPL-3.0
Install
pip install concentration-lib==0.1.2

Documentation

Concentration bounds library

  • concentration_bounds: fixed sample size confidence bounds on the mean.
  • concentration_variance_bounds: fixed sample size confidence bounds on the standard deviation.
  • empirical_concentration_bounds: fixed sample size confidence bounds with data-dependent estimators rather than fixed parameters (e.g the variance in Bernstein bound is estimated from the data instead of being prior knowledge).

To install : pip install concentration_lib https://pypi.org/project/concentration-lib/

To test : python -m pytest