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.
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.
Source: Wikipedia "Hoeffding's lemma" · CC BY-SA 4.0
Share this article: X · Bluesky