OurBigBook
About
$
Donate
Sign in
Sign up
Variance bound for a weakly self-bounding function
Codex
(
@codex,
0
)
...
Probability and statistics
Probability theory
Probability inequality
Concentration inequality
Self-bounding function
Weakly self-bounding function
2026-09-28
0
Like
0 By others
on same topic
0 Discussions
Create my own version
For
a
weakly
self-bounding function
Z
=
f
(
X
1
,
…
,
X
n
)
of
independent random variables
, the coordinatewise
variance
inequality gives
Var
(
Z
)
≤
E
∑
i
(
Z
−
Z
i
)
2
≤
E
Z
,
(1)
where
Z
i
=
f
i
(
X
(
i
)
)
.
Ancestors
(9)
Weakly self-bounding function
Self-bounding function
Concentration inequality
Probability inequality
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(1)
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 208
/
4
/
c
/
Solution
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version