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Theorem

Hoeffding's Inequality

Probability and Statistics

Hoeffding's Inequality gives an upper bound on the probability that the sum of independent, bounded random variables deviates from its expected value by more than a given amount, with the bound shrinking exponentially as the deviation grows. Named for Wassily Hoeffding, it is a foundational concentration-of-measure result used throughout probability, statistics and theoretical computer science to control the tail behavior of sums of bounded random quantities.

Facts
Statement
In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of bounded independent random variables deviates from its expected value by more than a certain amount. 2
Proof Year
1963 2
Classification
Statement Form
Inequality 1
Connections

Has Statement Form

Inequality, Concepts

Entity-backed identity for the statement-form enum value this theorem already carries, resolved to a mathematics concept by an explicit value-to-entity map (phase 3 bucket conversion, docs\design_entity_backed_browse_buckets_20260928.md). The statement-form fact itself stays on the theorem unchanged.

In Branch

Source Hoeffding's inequality, Wikipedia

Proved By

Source Hoeffding's inequality, Wikipedia
Sources
1. Wikipedia: Hoeffding's inequality
WikipediaLead section, statement-form reference
Quote, Lead section, statement-form reference
In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of bounded independent random variables deviates from its expected value by more than a certain amount.
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2. Hoeffding's inequality, Wikipedia
  • Lead section, first sentence
    In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of bounded independent random variables deviates from its expected value by more than a certain amount.
  • History section
    Hoeffding's inequality was proven by Wassily Hoeffding in 1963.
  • In Branch: Probability and Statistics, Lead sentence
    In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of bounded independent rando
  • Proved By: Wassily Hoeffding, Lead paragraph
    In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of bounded independent random variables deviates from
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