Let X i be i.i.d. and X i Exponential(). Using Chernoff bounds find an upper bound
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Let Xi be i.i.d. and Xi ∼ Exponential(λ). Using Chernoff bounds find an upper bound for P(X1 +X2 +⋯+Xn ≥ a), where a > n/λ. Show that the bound goes to zero exponentially fast as a function of n.
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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