網頁2024年5月13日 · The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent years, several works have been done by extending the original version of the Chernoff bound … 網頁2024年5月2日 · 在介绍Chernoff边界之前,首先回顾一下两个重要不等式,Markov不等式和Chebyshev不等式。定理1 Markov不等式: 令X为非负随机变量,那么对于任意的a>0, …
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網頁APPLICATIONS OF CHERNOFF BOUNDS 5 Hence, the ideal choice of tfor our bound is ln(1 + ). Substituting this value into our expression, we nd that Pr(X (1 + ) ) (e (1+ )(1+ )) This bound is quite cumbersome to use, so it is useful to provide a slightly less unwieldy 網頁For the function Q ( x) := P ( Z > x) where Z ∼ N ( 0, 1) Q ( x) = ∫ x ∞ 1 2 π exp ( − u 2 2) d u, for x ≥ 0 the following bound is given in many communication systems textbooks: Q ( x) ≤ 1 2 exp ( − x 2 2). The bound without the 1 2 in front of the exponential can be proven directly by Chernoff bound on the Gaussian distribution. highland park dallas homes
[2205.07880] A Note on the Chernoff Bound for Random Variables …
網頁Chernoff Bound: The recipe The proof of the Chernoff bound is based in three key steps. These are 1.Let >0, then P[X (1 + ) ] e (1+ ) E h e X i 2.Compute an upper bound for E e X (This is the hard one) 3.Optimise the value of >0. The function !E e X is called the of X 網頁我们看到, Chernoff bound关注的对象是对于 n 个数的和或均值分布尾部的部分,其刻画了样本均值的尾数概率随着样本数量增加而指数衰减的现象。 当然,我们可以再进一步, … 網頁2015年5月10日 · 13. I have to prove that, when bounding tail probabilities of a nonnegative random variable, the moments method is always better than the classical Chernoff … how is infrared used in astronomy