Hypergeometric tail inequalities: ending the insanity

preprint2013arXivOpen access

Abstract

The hypergeometric distribution is briefly and informally surveyed, including popular notation, symmetries, and the tail inequalities Pr[i≥E[i]+tn]≤e−2t2nPr[i \ge E[i]+tn] \le e^{-2t^2n} and Pr[i≤E[i]−tn]≤e−2t2nPr[i \le E[i]-tn] \le e^{-2t^2n}.

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