Chernoff bound
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 (e.g. sub-Gaussian). It is especially useful for sums of independent random variables, such as sums of Bernoulli random variables.
Chernoff bound - Wikipedia Jump to content From Wikipedia, the free encyclopedia Exponentially decreasing bounds on tail distributions of random variables 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 (e.g. sub-Gaussian ). [ 1 ] [ 2 ] It is especially useful for sums of independent random variables, such as sums of Bernoulli random variable
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