Hoeffding's inequality in game-theoretic probability
Probability
2007-08-21 v1
Abstract
This note makes the obvious observation that Hoeffding's original proof of his inequality remains valid in the game-theoretic framework. All details are spelled out for the convenience of future reference.
Cite
@article{arxiv.0708.2502,
title = {Hoeffding's inequality in game-theoretic probability},
author = {Vladimir Vovk},
journal= {arXiv preprint arXiv:0708.2502},
year = {2007}
}
Comments
5 pages