Prove the following extension of inequality (6.4) for vectorvalued X pr(X A) exp {I (A)}
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Prove the following extension of inequality (6.4) for vectorvalued X pr(X ∈ A) ≤ exp {I (A)}
where I(A) = supx∈A{−K*(x)}.
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Related Book For 
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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