I am reading some paper in information theory and machine learning, and I found that many people like to use the Hoeffding's inequality rather than the CLT. I know the Lindeberg Feller CLT can also be applied on independent variables which have different variance, so why people don't use that?
2026-03-27 02:59:35.1774580375
Why people like Hoeffding's inequality more than CLT?
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