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I copied this article into Doob martingale since it's a corollary of Azuma's inequality applied to Doob's martingale. Having it as a separate article makes the world of concentration inequalities look more complicated than it is. I would seriously consider replacing this article with a redirect to Doob martingale.
--129.34.20.23 (talk) 23:55, 10 September 2010 (UTC)[reply]
Regardless of whether or not we decide to keep McDiarmid's inequality as a separate article or replace with a redirect I think we should leave the section on McDiarmid's inequality in the Doob martingale article. It provides a nice illustration of what the Doob martingale is good for. --129.34.20.23 (talk) 00:08, 11 September 2010 (UTC)[reply]
