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We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable.
High confidence policy improvement
P. S. Thomas, G. Theocharous, and M. Ghavamzadeh · 1905
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The probable error of a mean
Student · 1908
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Asymptotic minimax character of a sample distribution function and of the classical multinomial estimator
A. Dvoretzky, J. Kiefer, and J. Wolfowitz · 1956
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Probability inequalities for sums of bounded random variables
W. Hoeffding · 1963
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Confidence limits for the value of an arbitrary bounded random variable with a continuous distribution function
T. W. Anderson · 1969
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The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
P. Massart · 1990
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An Introduction to the Bootstrap
B. Efron and R. J. Tibshirani · 1993
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Statistical Inference , volume 2
G. Casella and R. L. Berger · 2002
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Improved nonparametric inference for the mean of a bounded random variable with application to poverty measures
M. A. Diouf and J. M. Dufour · 2005
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Three test statistics for a nonparametric one-sided hypothesis on the mean of a nonnegative variable
N. Gaffke · 2005
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X. Chen · 2008
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High confidence off-policy evaluation
P. S. Thomas, G. Theocharous, and M. Ghavamzadeh
A probabilistic upper bound on differential entropy
E. Learned-Miller and J. DeStefano · 2008
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Empirical Bernstein bounds and sample variance penalization
A. Maurer and M. Pontil · 2009
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S. Bubeck, N. Cesa-Bianchi, and G. Lugosi · 2012
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Volume of slices and sections of the simplex in closed form
J. B. Lasserre · 2015
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Bootstrapping with models: Confidence intervals for off-policy evaluation
J. P. Hanna, P. Stone, and S. Niekum · 2017
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