Efron–Stein inequality
= Efron–Stein inequality
{c}
{wiki}
If $Z=f(X_1,\ldots,X_n)$ for independent coordinates and $Z_i'$ replaces $X_i$ by an independent copy, then
$$
\operatorname{Var}(Z)\leq\frac12\sum_i\mathbb E(Z-Z_i')^2.
$$
= Efron–Stein inequality
{c}
{wiki}
If $Z=f(X_1,\ldots,X_n)$ for independent coordinates and $Z_i'$ replaces $X_i$ by an independent copy, then
$$
\operatorname{Var}(Z)\leq\frac12\sum_i\mathbb E(Z-Z_i')^2.
$$