A Reversion of the Chernoff Bound

Details A Reversion of the Chernoff Bound A Reversion of the Chernoff Bound

2005-01-22

arxiv.org/abs/math/0501360v2

Mathematics

Probability

12 pages, 1 figure

Scientific paper

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.

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