Hoeffding's lemma
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In probability theory, Hoeffding's lemma is an inequality that bounds the moment-generating function of any bounded random variable.[1] It is named after the Finnish–American mathematical statistician Wassily Hoeffding.
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The proof of Hoeffding's lemma uses Taylor's theorem and Jensen's inequality. Hoeffding's lemma is itself used in the proof of McDiarmid's inequality.