Abstract
Abstract Chernoff's bound on P[X ⩾ t] is used almost universally when a tight bound on tail probabilities is required. In this article we show that for all positive t and for all distributions, the moment bound is tighter than Chernoff's bound. By way of example, we demonstrate that the improvement is often substantial.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
