Toward a Usable Theory of Chernoff Bounds for Heterogeneous and Partially Dependent Random Variables

  • Authors:

  • A. Siegel

  • Affiliations:

  • -

  • Venue:
  • Toward a Usable Theory of Chernoff Bounds for Heterogeneous and Partially Dependent Random Variables
  • Year:
  • 1995

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Abstract

Let X be a sum of real valued random variables and have a bounded mean E[X]. The generic Chernoff-Hoeffding estimate for large deviations of X is: P{X-E[X]