Timeline for Chernoff Bound: Prove that $P[u \geq \alpha] \leq (e^{-s\alpha} U(s))^N$
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Jun 7, 2015 at 18:04 | history | edited | Zen | CC BY-SA 3.0 |
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| Jun 7, 2015 at 13:42 | history | edited | P.Windridge | CC BY-SA 3.0 |
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| Jun 7, 2015 at 13:41 | comment | added | P.Windridge | (I accept your point though, and have edited accordingly!) | |
| Jun 7, 2015 at 13:36 | comment | added | P.Windridge | Well, if $X$ and $Y$ are independent random variables then $g(X)$ and $h(Y)$ are also independent random variables :) | |
| Jun 7, 2015 at 13:19 | comment | added | Dilip Sarwate | +1 Actually, the last equality follows from $\mathbb{E}[g(X)h(Y)] = \mathbb{E}[g(X)]\mathbb{E}[h(Y)]$ for $X, Y$ independent. $\mathbb{E}[XY] = \mathbb{E}[X]\mathbb{E}[Y]$ also holds for uncorrelated random variables $X$ and $Y$, but the Chernoff bound does not follow from this. | |
| Jun 7, 2015 at 12:39 | history | answered | P.Windridge | CC BY-SA 3.0 |