Bernstein inequalities (probability theory)
= Bernstein inequalities
{disambiguate=probability theory}
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For independent centered variables $X_i\leq b$ and $v=\sum_i\mathbb EX_i^2$,
$$
\mathbb P\left(\sum_iX_i\geq t\right)
\leq\exp\left(-\frac{t^2}{2(v+bt/3)}\right).
$$
= Bernstein's inequality
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