Example: confidence
Basic tail and concentration bounds

Basic tail and concentration bounds

Back to document page

(2.5) 1 As we explore in Exercise 2.3, the moment bound (2.3) with the optimal choice of kis 2 never worse than the bound (2.5) based on the moment-generating function. Nonethe-3 less, the Chernoff bound is most widely used in practice, possibly due to the ease of 4 manipulating moment generating functions. Indeed, a variety of important tail ...

Download Basic tail and concentration bounds


Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Advertisement

Related search queries