Hoeffding's lemma
id:
hoeffding-s-lemma-184-18317220
title:
Hoeffding's lemma
text:
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. The proof of Hoeffding's lemma uses Taylor's theorem and Jensen's inequality. Hoeffding's lemma is itself used in the proof of Hoeffding's inequality as well as the generalization McDiarmid's inequality.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Hoeffding%27s_lemma
date created:
2010-02-22T19:14:27Z
date modified:
2024-09-07T22:38:58Z
main entity:
{"identifier":"Q5876398","url":"https://www.wikidata.org/entity/Q5876398"}
image:
fields total:
13
integrity:
14