Statistics Graduate Level Quiz
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PROBABILITY FOUNDATIONS
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Ten studies each report the mean of 200 independent observations taking values in [0,1]. Dependence across studies is unrestricted. For every study, Hoeffding's inequality gives Pr(∣Xj−μj∣≥0.1)≤2exp(−4).
What lower bound for the probability that all ten reported means are within 0.1 of their respective expectations follows directly from these inequalities?
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