Use the Chernoff bound to show for a Gaussian (,) random variable X that P [X

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Use the Chernoff bound to show for a Gaussian (µ,σ) random variable X that
P [X ≥ c] ≤ e-(c-μ)2/2σ2

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

3rd edition

Authors: Roy D. Yates, David J. Goodman

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Question Posted: Jul 18, 2016 08:46 AM

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Use the Chernoff bound to show for a Gaussian (,) random variable X that P [X

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For an N 2 random variable X we can wri...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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