概率论与数理统计 (Spring 2024)/Hoeffding's lemma: Revision history

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26 May 2024

  • curprev 02:5902:59, 26 May 2024Etone talk contribs 4,639 bytes +4,639 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..."