Lecture

Markov's Inequality and Hoeffding's Lemma

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MATH-467: Probabilistic methods in combinatorics

The 'probabilistic method' is a fundamental tool in combinatorics. The basic idea is as follows: to prove that an object (for example, graph) with certain properties exists, it suffices to prove that if the object is chosen at random, then it has the desir ...

Description

This lecture covers Markov's inequality, which relates the probability that a non-negative random variable is greater than or equal to a constant, and Hoeffding's lemma, which provides bounds on the probability that the sum of independent random variables deviates from its mean. The instructor explains the concepts step by step, illustrating them with mathematical formulas and examples.

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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