Mathematics Asked on December 25, 2021
First, let us define:
$epsilon$-additive approximation:
$$
hat{p} in big[ p -epsilon, p + epsilon big]
$$
$epsilon$-multiplicative approximation:
$$
hat{p} in big[ p cdot (1-epsilon), p cdot (1+epsilon) big]
$$
Suppose we have a randomized procedure which estimates (in a multiplicative sense) the probability $p$ of obtaining heads:
$$
Pr bigg[ hat{p} in big[ pcdot(1-epsilon), p cdot (1+epsilon) big] bigg] geq 1 – delta
$$
Naturally, the probability of obtaining tails is $1 – p$.
What can we say about the estimate of the probability of tails: $1-hat{p}$?
More generally, if we have a multiplicative estimate of some probability quantity $hat{p}$, what is the behaviour of $1-hat{p}$, that is, when is $1-hat{p}$ still a multiplicative estimate, and when it becomes an additive estimate?
Can we derive a threshold, in terms of $epsilon$ to specify this? For instance:
$$
begin{cases}
1-hat{p}: text{multiplicative estimate, if} hat{p} leq T(epsilon) \
1-hat{p}: text{additive estimate, if} hat{p} > T(epsilon)
end{cases}
$$
Claim:
If $hat{p}$ is an $epsilon$-multiplicative estimate of $p$, then if $p leq 1/2$, we have that $1-hat{p}$ is also a multiplicative estimate of $1-p$.
Proof:
If $hat{p}$ is an $epsilon$-multiplicative estimate of $p$, then: $$ hat{p} in big[ pcdot(1-epsilon), pcdot(1+epsilon) big] implies 1-hat{p} in big[ 1 - pcdot(1+epsilon), pcdot(1-epsilon) big] $$
For $1-hat{p}$ to be an $epsilon$-multiplicative estimate of $1-p$, the following must hold: $$ (1-p)cdot(1-epsilon) leq 1-hat{p} leq (1-p)cdot(1+epsilon) $$
Considering $1-hat{p} = 1-pcdot(1+epsilon)$, we get: $$ (1-p)cdot(1-epsilon) leq 1-pcdot(1+epsilon) leq (1-p)cdot(1+epsilon) $$ From the first inequality we get: $$ 1-epsilon-p+epsilon p leq 1-p -epsilon p \ 2epsilon p leq epsilon \ color{blue}{p leq 1/2} $$ From the second inequality we get: $$ 1-p -epsilon p leq 1+epsilon-p-epsilon p \ color{blue}{0 leq epsilon} $$
Analogous for $1-hat{p} = 1-pcdot(1-epsilon)$.
$blacksquare$
More generally it can be shown that $1-hat{p}$ is a $lambda$-multiplicative estimate of $1-p$, given that $hat{p}$ is an $epsilon$-multiplicative estimate of $p$, if: $$ p leq frac{lambda}{lambda + epsilon} $$
Answered by Alexandru Dinu on December 25, 2021
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