A Note on Hoeffding's Inequality

Abstract

A lower bound is derived concerning a special form of the entropy function of information theory. It is applied to Hoeffding's bound for the probability of the deviation of the sample mean from its expected value and for the corresponding problem concerning the sample variance. Furthermore, applying the bound one can obtain a discard function for a binary symmetric channel, a lower bound for the total error probability in testing two simple hypotheses, given the number of observations, and a lower bound for the deviation of the empirical distribution from the true distribution.