A Reversion of the Chernoff Bound
Probability
2007-06-13 v2 Statistics Theory
Statistics Theory
Abstract
This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure used allows for the construction of lower bounds that are tighter and more broadly applicable than existing tail approximations.
Keywords
Cite
@article{arxiv.math/0501360,
title = {A Reversion of the Chernoff Bound},
author = {Ted Theodosopoulos},
journal= {arXiv preprint arXiv:math/0501360},
year = {2007}
}
Comments
12 pages, 1 figure