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math.PRAug 18, 2007
6
citations (OpenAlex)
authors
  • Vladimir Vovk
arXiv abstractPDF
paper

Hoeffding's inequality in game-theoretic probability

arXiv:0708.2502

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.

5 pages

References in corpus (1)

  • Predictions as statements and decisions

Cited by in corpus (1)

  • Prediction with Expert Advice under Discounted Loss
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