A Reversion of the Chernoff Bound
概率论
2007-06-13 v2 统计理论
统计理论
摘要
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.
引用
@article{arxiv.math/0501360,
title = {A Reversion of the Chernoff Bound},
author = {Ted Theodosopoulos},
journal= {arXiv preprint arXiv:math/0501360},
year = {2007}
}
备注
12 pages, 1 figure