A Reversion of the Chernoff Bound

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dc.creatorTheodosopoulos, Ted
dc.date2005-01-22
dc.date2005-02-11
dc.date.accessioned2026-07-07T08:06:40Z
dc.date.available2026-07-07T08:06:40Z
dc.descriptionThis 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.
dc.description12 pages, 1 figure
dc.identifierhttps://arxiv.org/abs/math/0501360
dc.identifierhttp://arxiv.org/abs/math/0501360
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130687
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60E10; 62E17; 60F10; 60J50
dc.titleA Reversion of the Chernoff Bound
dc.typetext

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