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McDiarmid inequality

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability inequality Concentration inequality Bounded differences property
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
If X1​,…,Xn​ are independent random variables and f has bounded differences constants ci​, then
P(f(X)−Ef(X)≥t)≤exp(−∑i​ci2​2t2​),
(1)
and the same bound holds for the lower tail.

 Ancestors (8)

  1. Bounded differences property
  2. Concentration inequality
  3. Probability inequality
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 208 / 4 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 208 / 4 / c / Solution

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