Talk:Azuma's inequality

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This extremely important inequality was discovered independently by Hoffding and Azuma, and in fact Hoffding published it ten years earlier than Azuma did. Therefore a more accurate name would be the Azuma-Hoffding inequality. —The preceding unsigned comment was added by 128.97.4.100 (talk • contribs) 18:03, 1 May 2006 (UTC).

If so can someone add the actual references please? Jmath666 05:26, 25 March 2007 (UTC)

Hi.

The version by Hoeffding was derived for sums of independent random variables rather than martingales, in 1963. The reference is on the Hoeffding's inequality page. In statistical learning, the theorem is often referred to as the Hoeffding-Azuma inequality. --Steve Kroon 11:41, 25 March 2007 (UTC)

[edit] Merge with Hoeffding's inequality

I feel these articles shouldn't be merged: Hoeffding's inequality is tighter than the Azuma-Hoeffding inequality, at the price of a stronger assumption (independence). I think the two articles should reference each other, and leave it at that. --Steve Kroon 05:38, 30 March 2007 (UTC)