HW 3
HW 3
HW 3
HW 3
1. Let X = R, the real line. Let H = {(a, +∞) : a is a real number}. That is, H is the set of
semi-infinite intervals which are unbounded on the right. Determine VC-dim(H).
2. Let X = R, the real line. Let H = {(a1 , a2 ) : a1 and a2 are real numbers}. That is, H is the
set of bounded intervals. Determine VC-dim(H).
4. In this problem, you can use the fact that there is uniform convergence in the law of weak
numbers for a class H of sets if and only if its VC-dim(H ) is finite. The Glivenko-Cantelli
Theorem says that empirical distribution functions converge in the L∞ -norm to the true
distribution function in probability. Here is what it means. Let F (x) be the distribution
function of a random variable X, i.e., P (X ≤ x) = F (x). We wish to estimate this distribution
function. For this purpose we obtain m i.i.d.samples {x1 , x2 , . . . , xm } where each xi ∼ P .
1 Pm
Then we construct the empirical distribution function Gm (x) := m i=1 1(xi ≤ x). Show
that P (supx ||Gm (x) − F (x)|| > ) → 0 as m → ∞.