Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

We have to create confidence intervals for a certain probability p of n i.i.d Bernoulli random variables (Xn) that can take only two specific values {red,blue}. The confidence interval must be exponentially high.

The thing is, I'm positive you can approach the problem with Hoeffeding's inequality, however I'm not sure how to plug in those "red",blue" values.

Any ideas?

share|cite|improve this question
Got it, there's a special case for Hoeffding's inequality for Bernoulli variables. That's enough. – Rotational Nov 13 '12 at 0:16

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.