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#hoeffding's_lemma

Hoeffding's lemma

In probability theory, Hoeffding's lemma is an inequality that bounds the moment-generating function of any bounded random variable, implying that such variables are subgaussian. It is named after the Finnish–American mathematical statistician Wassily Hoeffding.

Sat 7th

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Hoeffding's lemma Hoeffding's inequality Wassily Hoeffding Azuma's inequality Moment-generating function Chernoff bound List of inequalities Sub-Gaussian distribution List of statistics articles Vapnik–Chervonenkis theory
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