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About: Hoeffding's lemma     Goto   Sponge   NotDistinct   Permalink

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In probability theory, Hoeffding's lemma is an inequality that bounds the moment-generating function of any bounded random variable. 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 McDiarmid's inequality.