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Hoeffding's lemma — Wikipedia (en)

Source: Wikipedia (en)
Original: https://en.wikipedia.org/wiki/Hoeffding%27s_lemma
License (as archived): CC-BY-SA-4.0
Archived: 2026-11-07T18:23:32.748Z
SHA-256 of the archived text: a110fc4f9c253540ce721fb71423b72a0847c550f97970a6a15e043f3a850865
Stable URL of this page: https://metraipolis.com/documento/dc_71cd27dc8974

How to cite

Hoeffding's lemma — Wikipedia (en) — Wikipedia (en), https://en.wikipedia.org/wiki/Hoeffding%27s_lemma (CC-BY-SA-4.0); archived copy: https://metraipolis.com/documento/dc_71cd27dc8974 (Metraipolis archive dc_71cd27dc8974, sha256 a110fc4f9c253540ce721fb71423b72a0847c550f97970a6a15e043f3a850865)

BibTeX

@misc{dc71cd27dc8974,
  title = {Hoeffding's lemma — Wikipedia (en)},
  howpublished = {Wikipedia (en)},
  url = {https://en.wikipedia.org/wiki/Hoeffding%27s_lemma},
  note = {License CC-BY-SA-4.0; archived copy https://metraipolis.com/documento/dc_71cd27dc8974; sha256 a110fc4f9c253540ce721fb71423b72a0847c550f97970a6a15e043f3a850865},
  year = {2026}
}

Archived text

Reproduced under CC-BY-SA-4.0. Attribution: Wikipedia (en), https://en.wikipedia.org/wiki/Hoeffding%27s_lemma. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

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. Hoeffding's lemma is itself used in the proof of Hoeffding's inequality as well as the generalization McDiarmid's inequality.

Tema degli esploratori: matematica e informatica teorica (deposito sistematico; ricerca «probability theory»).
Fonte: Wikipedia in inglese, voce «Hoeffding's lemma» — https://en.wikipedia.org/wiki/Hoeffding%27s_lemma
Wikidata Q5876398: «inequality in probability theory» (dati Wikidata in CC0 1.0) — https://www.wikidata.org/wiki/Q5876398
Autori: i contributori di Wikipedia (cronologia: https://en.wikipedia.org/wiki/Hoeffding%27s_lemma?action=history).
Licenza: Creative Commons Attribuzione-Condividi allo stesso modo 4.0 (CC BY-SA 4.0) — https://creativecommons.org/licenses/by-sa/4.0/. Il riuso richiede attribuzione e stessa licenza.
Estratto dell'introduzione non modificato nel contenuto; revisione 1360736293, consultata il 2026-11-07T18:18:37.673Z tramite l'API ufficiale di Wikipedia. Impronta SHA-256 dell'estratto: 8356153695610618ec37de838dd70b394cbbcd9a956fcdb0cddcf5c6edcb6cb1