Timeline for Do tail bounds on probability translate into bounds on expectations?
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Jun 21 at 10:25 | comment | added | Joseph Basford | Thanks for your answer (+1). In the link provided by the question poster, it is stated that the tail bound only applies when $s\geq 1$. This is the source of the $\delta_n^2$ term in the expectation bound, as my answer (hopefully) makes clear. | |
Jun 20 at 18:26 | history | answered | Adrian Keister | CC BY-SA 4.0 |