In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of random variables deviates from its expected value. Hoeffding's inequality was proved by Wassily Hoeffding in 1963.
Hoeffding's inequality is a special case of the Azuma–Hoeffding inequality, and it is more general than the Bernstein inequality, proved by Sergei Bernstein in 1923. They are also special cases of McDiarmid's inequality.
Read more about Hoeffding's Inequality: Special Case of Bernoulli Random Variables, General Case
Famous quotes containing the word inequality:
“All the aspects of this desert are beautiful, whether you behold it in fair weather or foul, or when the sun is just breaking out after a storm, and shining on its moist surface in the distance, it is so white, and pure, and level, and each slight inequality and track is so distinctly revealed; and when your eyes slide off this, they fall on the ocean.”
—Henry David Thoreau (1817–1862)