WebChernoff bounds (a.k.a. tail bounds, Hoeffding/Azuma/Talagrand inequalities, the method of bounded differences, etc. [ 1, 2]) are used to bound the probability that some function (typically a sum) of many … WebOct 2, 2016 · The Chernov-Hoeffding bound is often easier to use when your $X_i$ variables are bounded, since you do not have to take the infimum over $t$. See here: en.wikipedia.org/wiki/Hoeffding%27s_inequality – Michael Oct 2, 2016 at 13:40 1
Basic tail and concentration bounds - University of California, …
Web3 Cherno Bound There are many di erent forms of Cherno bounds, each tuned to slightly di erent assumptions. We will start with the statement of the bound for the simple case of a sum of independent Bernoulli trials, i.e. the case in which each random variable only takes the values 0 or 1. For example, this corresponds to the case WebMar 6, 2024 · 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 or … how to empty an array in perl
Chernoff bound - Wikipedia
Web3 Cherno Bound There are many di erent forms of Cherno bounds, each tuned to slightly di erent assumptions. We will start with the statement of the bound for the simple case of a … WebChernoff's distribution In probability theory, Chernoff's distribution, named after Herman Chernoff, is the probability distribution of the random variable where W is a "two-sided" Wiener process (or two-sided "Brownian motion") satisfying W (0) = 0. If then V (0, c) has density where gc has Fourier transform given by WebBhatia–Davis inequality, an upper bound on the variance of any bounded probability distribution. Bernstein inequalities (probability theory) Boole's inequality. Borell–TIS inequality. BRS-inequality. Burkholder's inequality. Burkholder–Davis–Gundy inequalities. Cantelli's inequality. Chebyshev's inequality. led lay in fluorescent fixtures