Fix $m$ arbitrary values $x_1, x_2, ..., x_m$ in $[0,1]$, and an integer $n$. Obtain $n$-set $S$ by drawing $n$ times randomly _without replacement_ from $\{1,2,..,m\}$. Define r.v. $X = \sum_{i \in S} x_i$ and $\mu=E[X]$. > Is it the case that > $$\Pr[X \ge \mu + \epsilon\mu] ~=~ \exp(- \Omega(\epsilon^2 \mu))~?~~~~~(1)$$ Following the hint [here](https://mathoverflow.net/questions/120163/concentration-bounds-for-sums-of-random-variables-of-permutations), we can use [McDiarmid's inequality](https://en.wikipedia.org/wiki/Doob_martingale#McDiarmid.27s_inequality) to prove the weaker bound $$\Pr[X \ge \mu + \epsilon n] ~=~ \exp(-\Omega(\epsilon^2 n)).~~~~~(2)$$ But this bound depends on $n$ and is weaker when $\mu \ll n$. A related but different question was asked [here](https://mathoverflow.net/questions/119584/does-multiplicative-version-of-azumas-inequality-hold). ---------- [**EDIT**: My original question asked first if bound (1) holds in _all_ applications of of McDiarmid's inequality where $X=f(y_1,..,y_n)$ is a function of $n$ independent random variables, and $f$ changes by at most 1 when any $x_i$ is changed. For the record, the answer to that seems to be NO. For a counter-example, take $$\textstyle X = f(x_1, x_2, \ldots, x_n) = \big|k \,-\, (\sum_{i=1}^n x_i) \bmod 2k\big| $$ where each $x_i$ is i.i.d. uniformly over $[0,1]$ and, say, $k=\lceil \sqrt n\rceil$. Then $X$ is roughly uniformly distributed over $[0,k]$, so $\mu \approx k/2$, and $\Pr[X \ge \mu + \mu/2] = \Omega(1) \ne \exp(\Omega(\mu))$.]