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.

All labels observed (6)

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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)

Full triples — surface form annotated when it differs from this entity's canonical label.

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