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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Prove Theorem 6.2.7.
In Theorem 6.2.7
Chernoff Bounds. Let X be a random variable with moment generating function Ïˆ.
Then, for every real t,

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:49 AM

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Prove Theorem 6.2.7. In Theorem 6.2.7 Chernoff Bounds. Let X be a random variable with moment generating

Question:

Pr(X > t) < min exp(-st)ψ(s). 0

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The result is trivial if the mgf is infinite for all s 0 So assume t...View the full answer

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