Chernoff's bound forms
Abstract
Chernoff's bound binds a tail probability (ie. , where ). Assuming that the distribution of is , the logarithm of the bound is known to be equal to the value of relative entropy (or minus Kullback-Leibler distance) for -projection of on a set . Here, Chernoff's bound is related to Maximum Likelihood on exponential form and consequently implications for the notion of complementarity are discussed. Moreover, a novel form of the bound is proposed, which expresses the value of the Chernoff's bound directly in terms of the -projection (or generalized -projection).
Keywords
Cite
@article{arxiv.math/0306326,
title = {Chernoff's bound forms},
author = {M. Grendar, and M. Grendar},
journal= {arXiv preprint arXiv:math/0306326},
year = {2012}
}
Comments
M. Grendar, Jr. and M. Grendar, ``Chernoff's bound forms,'' in Bayesian inference and Maximum Entropy methods in Science and Engineering, edited by Ch. Williams, AIP Conference Proceedings 659, Melville, New York, 2003, pp. 67-72