Hoeffding's inequality
Desigualdad de Hoeffding
- Date
- 1963 · confidence high
- Place
- Chapel Hill, North Carolina, United States
- Credited to
- Wassily Hoeffding
- Field
- Knowledge & symbols
What was discovered
Upper bound on the probability that the sum of bounded independent random variables deviates from its expected value by more than a given amount; proved by Wassily Hoeffding in 1963.
What it led to
- Statistical learning theory (PAC learning)
- Analysis of randomized algorithms
- Generalization bounds in machine learning
- The Azuma–Hoeffding and McDiarmid inequalities as generalizations