Example: confidence
Basic tail and concentration bounds
(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 ...
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