Construct · 1 fields · 1 citations

Hoeffding's inequality: a standalone construct

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Probability theory

a bound showing that the average of independent bounded random variables deviates from its expectation with probability falling exponentially in sample size.

In probability theory, Hoeffding's inequality refers to a bound showing that the average of independent bounded random variables deviates from its expectation with probability falling exponentially in sample size. This meaning comes from Hoeffding (1963) in Journal of the American Statistical Association.[1]

Unit
Recovery means
Measured by

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Nearby constructs

association4 fields · 4 citationsjingle · one word, four constructs expectation4 fields · 4 citationsjingle · one word, four constructs sample3 fields · 3 citationsjingle · one word, three constructs

References

Hoeffding, W. (1963). Probability Inequalities for Sums of Bounded Random Variables. Journal of the American Statistical Association, 58(301), 13-30. https://doi.org/10.1080/01621459.1963.10500830

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