 Efron–Stein inequality

ID: efron-stein-inequality

Z = f (X_{1}, \dots, X_{n})

for independent coordinates and

Z_{i}^{'}

replaces

X_{i}

by an independent copy, then

Var (Z) \leq \frac{1}{2} \sum_{i} E (Z - Z_{i}^{'})^{2} .

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