Prove Theorem 6.2.7. In Theorem 6.2.7 Chernoff Bounds. Let X be a random variable with moment generating
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In Theorem 6.2.7
Chernoff Bounds. Let X be a random variable with moment generating function Ï.
Then, for every real t,
Transcribed Image Text:
Pr(X > t) < min exp(-st)ψ(s). 0
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Related Book For
Probability And Statistics
ISBN: 9780321500465
4th Edition
Authors: Morris H. DeGroot, Mark J. Schervish
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