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2874概率中等derivationmedium

Hoeffding for Bounded Daily PnL

题目

Suppose daily centered PnL increments X1,,X50X_1,\dots,X_{50} are independent and each lies almost surely in [2,3][-2,3]. Bound \[ P\!\left(\frac{1}{50}\sum_{i=1}^{50}X_i\ge 0.5\right) \] using Hoeffding's inequality.

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