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Variance tensorization
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Area of mathematics
Probability and statistics
Probability theory
Probability inequality
Concentration inequality
Efron–Stein inequality
2026-10-03
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For independent coordinates
X
1
,
…
,
X
n
and
square
-integrable
f
,
Var
f
(
X
)
≤
∑
i
E
[
Var
(
f
(
X
)
∣
X
j
,
j
=
i
)
]
.
(1)
For Bernoulli coordinates, each
conditional variance
is an explicit squared coordinate
difference
.
Ancestors
(8)
Efron–Stein inequality
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
/
2018
/
ia
/
Paper 2
/
9F
/
b
/
Solution
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