Timeline for Probability Theory, Chernoff Bounds, Sum of Independent (but not identically distributed) r.v
Current License: CC BY-SA 2.5
4 events
| when toggle format | what | by | license | comment | |
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| Nov 7, 2010 at 16:41 | comment | added | Ori Gurel-Gurevich | Maybe I should add that it's enough if all the $p_i$ are bounded from below by some constant (using the standard proof). | |
| Nov 7, 2010 at 10:28 | vote | accept | Michael | ||
| Nov 7, 2010 at 10:27 | comment | added | Michael | This is what I wrote in the last comment of the previous answer. So, in general, if the variables are not identical, the sum is not strongly concentrated around the $E[X]$ if $E[X]=\Theta(n)$. Thanks a lot! | |
| Nov 7, 2010 at 7:39 | history | answered | Ori Gurel-Gurevich | CC BY-SA 2.5 |