Mathematical statistics is the study of statistics from a mathematical standpoint, using probability theory as well as other branches of mathematics such as linear algebra and analysis.

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The root of summation function

This is a calculation I need for my statistics project Big edit: simplify the function $f(x)$ a lot. Define for $f(x)$, $x\geq 0$, $$ f(x):=\sum_{k=1}^\infty ...
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Multiplicative version of Mcdiarmid's inequality?

Suppose you have $n$ i.i.d. random variables taking values in $\{0,1\}$, and $X$ represents their sum. Then you can use a Chernoff bound to control the deviation of $X$ from its expectation. The ...