Suppose X is a Gamma random variable with PDF, Find the Chernoff bound for the tail probability,

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Suppose X is a Gamma random variable with PDF,

Find the Chernoff bound for the tail probability, Pr(X > xo).

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Probability and Random Processes With Applications to Signal Processing and Communications

ISBN: 978-0123869814

2nd edition

Authors: Scott Miller, Donald Childers

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Question Posted: Nov 19, 2015 11:55 PM

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Suppose X is a Gamma random variable with PDF, Find the Chernoff bound for the tail probability,

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(x/b)c-1 exp(-x/b) Mx) = 11(x)

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Let y x 1b u dy dx 1b u Then the moment generating f...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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