Chernoff bound
id:
chernoff-bound-171-10391997
title:
Chernoff bound
text:
In probability theory, a Chernoff bound is an exponentially decreasing upper bound on the tail of a random variable based on its moment generating function. The minimum of all such exponential bounds forms the Chernoff or Chernoff-Cramér bound, which may decay faster than exponential. It is especially useful for sums of independent random variables, such as sums of Bernoulli random variables. The bound is commonly named after Herman Chernoff who described the method in a 1952 paper, though Chern
brand slug:
wiki
category slug:
encyclopedia
description:
Exponentially decreasing bounds on tail distributions of random variables
original url:
https://en.wikipedia.org/wiki/Chernoff_bound
date created:
2004-06-21T19:20:47Z
date modified:
2024-09-01T07:04:35Z
main entity:
{"identifier":"Q1070305","url":"https://www.wikidata.org/entity/Q1070305"}
image:
fields total:
13
integrity:
15