Hoeffding lemma
= Hoeffding lemma
{c}
{wiki}
If $a\leq X\leq b$ almost surely, then
$$
\log\mathbb E e^{\lambda(X-\mathbb EX)}
\leq\frac{\lambda^2(b-a)^2}{8}.
$$
= Hoeffding lemma
{c}
{wiki}
If $a\leq X\leq b$ almost surely, then
$$
\log\mathbb E e^{\lambda(X-\mathbb EX)}
\leq\frac{\lambda^2(b-a)^2}{8}.
$$