Five Proofs of Chernoff's Bound with Applications
نویسنده
چکیده
We discuss five ways of proving Chernoff’s bound and show how they lead to different extensions of the basic bound.
منابع مشابه
ar X iv : m at h / 03 06 32 6 v 1 [ m at h . PR ] 2 3 Ju n 20 03 Chernoff ’ s bound forms
Chernoff's bound binds a tail probability (ie. Pr(X ≥ a), where a ≥ EX). Assuming that the distribution of X is Q, the logarithm of the bound is known to be equal to the value of relative entropy (or minus Kullback-Leibler distance) for I-projection ^ P of Q on a set H {P : E P X = a}. Here, Chernoff's bound is related to Maximum Likelihood on exponential form and consequently implications for ...
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عنوان ژورنال:
- CoRR
دوره abs/1801.03365 شماره
صفحات -
تاریخ انتشار 2018