Chernoff bound

E837386

The Chernoff bound is a probabilistic inequality that gives exponentially decreasing upper bounds on the tail probabilities of sums of independent random variables.

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Statements (48)

Predicate Object
instanceOf concentration inequality
probabilistic inequality
tail bound
appliesTo Bernoulli random variables
Poisson trials
binomial distribution
sum of independent random variables
assumes bounded random variables in common forms
independence of random variables
characterizes lower tail probability
upper tail probability
comparedTo Chebyshev inequality
Hoeffding inequality
Markov inequality
field information theory
probability theory
statistics
theoretical computer science
generalizes Hoeffding inequality in some formulations
gives exponential upper bound on tail probability
hasForm additive Chernoff bound
multiplicative Chernoff bound
linked to: Chernoff bound

two-sided Chernoff bound
linked to: Chernoff bound
namedAfter Herman Chernoff
property bounds decay exponentially in the number of trials
provides non-asymptotic tail estimates
relatedTo Chernoff information
Cramér–Chernoff method
Kullback–Leibler divergence
exponential Markov inequality
large deviations theory
moment generating function
strongerThan Chebyshev inequality in many settings
Markov inequality in many settings
typicalStatement P(X ≤ (1-δ)μ) ≤ exp(-μ g(δ)) for δ ∈ (0,1)
P(X ≥ (1+δ)μ) ≤ exp(-μ f(δ)) for δ > 0
usedFor bounding deviation from expectation
concentration of measure
derandomization
error analysis in communication systems
randomized algorithms analysis
sample complexity bounds in learning theory
usedIn analysis of randomized algorithms for load balancing
coding theory
hashing and balls-into-bins analysis
hypothesis testing
network reliability analysis
queueing theory

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Referenced by (10)

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Chernoff information relatedTo Chernoff bound
Bernstein inequalities relatedTo Hoeffding inequality
linked to: Chernoff bound
Bernstein inequalities relatedTo Chernoff bound
Chebyshev inequalities relatedTo Chernoff bounds
linked to: Chernoff bound
Chernoff bound hasForm multiplicative Chernoff bound
linked to: Chernoff bound
Chernoff bound hasForm two-sided Chernoff bound
linked to: Chernoff bound
Herman Chernoff familyName Chernoff
linked to: Chernoff bound
Herman Chernoff notableWork Chernoff bound
Herman Chernoff notableConcept Chernoff bound
Cramér’s theorem in large deviations relatedTo Chernoff bounds
linked to: Chernoff bound