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Efron–Stein inequality
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)
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Probability inequality
Concentration inequality
2026-09-24
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If
Z
=
f
(
X
1
,
…
,
X
n
)
for independent coordinates and
Z
i
′
replaces
X
i
by an independent copy, then
Var
(
Z
)
≤
2
1
∑
i
E
(
Z
−
Z
i
′
)
2
.
(1)
Ancestors
(7)
Concentration inequality
Probability inequality
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 208
/
4
/
b
/
Solution
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