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Results tagged with measure-theory
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user 83197
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
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Hoeffding's lemma for unbounded r.v with bounded exponential map
Let $X$ be a real r.v with $E[e^{\lambda X}] < \infty $ for all $\lambda \in [-c,c]$.
Is it possible to get an Hoeffding's lemma like bound on $E[e^{\lambda(X-EX)}]$. That is, an upper bound: $$E[e^{ …
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