Question: How do I solve this problem using Hoeffding's inequality? Say you have m coins. All the coins are unbiased, except one biased coin which comes
How do I solve this problem using Hoeffding's inequality?
Say you have m coins. All the coins are unbiased, except one biased coin which comes up heads with probability 1/2 + , for some 0 < < 1/2 . You toss each of the coins n times exactly, and you count the number of heads you observe, say hi is the number of times coin i came up heads. How can I find a lower bound, in terms of n, m, and , on the probability that the special coin had the largest value hi?
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