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I got stuck solving exercise 11.3 from the book Concentration of Measure for the Analysis of Randomized Algorithms. The setting is:

Consider again the situation of Section $7.2,$ the number of non-empty bins when $m$ balls are thrown independently and uniformly at random into $n$ bins.

It is shown that $\operatorname{Pr}[|f-\mathrm{M}[f]|>t] \leq 2 e^{-t^{2} / n}$.

Then I want to show

Exercise $11.3 .$ Check that in this case, concentration around $\mathrm{M}[f]$ can be used to deduce similar concentration around $\mathrm{E}[f]$

$M[X]$ is the median of $X$. How do I do this? I do not know how to start.

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1 Answer 1

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The tail bound shows that $f-M[f]$ is subgaussian with subgaussian norm $O(\sqrt{n})$. Centering a subgaussian random variable loses the subgaussian norm by a factor of $2$. The centered version of $f-M[f]$ is $$ (f - M[f]) - \mathbb{E}(f-M[f]) = f - \mathbb{E}f $$ hence $f-\mathbb{E}f$ is subgaussian with subgaussian norm $O(\sqrt{n})$ and thus $$ \Pr\{ |f-\mathbb{E} f| > t\} \leq 2e^{-ct^2/n} $$ for some absolute constant $c$.

Alternatively, you can just plainly integrate the tail bound to show that $|\mathbb{E}f - M[f]| = O(\sqrt n)$, this gives you a similar concentration around $\mathbb{E}f$, too.

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