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• 20:08, 24 May 2023 Etone talk contribs created page 概率论与数理统计 (Spring 2023)/Hoeffding's lemma (Created page with "霍夫丁引理（Hoeffding's lemma）在霍夫丁不等式（[https://en.wikipedia.org/wiki/Hoeffding%27s_inequality Hoeffding's inequality]）的证明中，扮演着关键角色。该引理陈述如下： {{Theorem|霍夫丁引理| :若随机变量 <math>Y</math> 满足 <math>\mathbb{E}[Y]=0</math> 且存在实数 <math>a,b\in\mathbb{R}</math> 使得几乎必然地 (a.s.) <math>a\le Y\le b</math>，则对于任意 <math>\lambda\in\mathbb{R}</math>，都有 ::<math>\ma...")