Question: Prove Theorem 6.2.7. In Theorem 6.2.7 Chernoff Bounds. Let X be a random variable with moment generating function Ï. Then, for every real t, Pr(X
Prove Theorem 6.2.7.
In Theorem 6.2.7
Chernoff Bounds. Let X be a random variable with moment generating function Ï.
Then, for every real t,
Pr(X > t) < min exp(-st)(s). 0
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The result is trivial if the mgf is infinite for all s 0 So assume t... View full answer
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