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Questions tagged [chernoff-bounds]

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-1
votes
0answers
60 views

Find bound on my tail distribution

hope you have a nice day. I try to find an (exponentially) decreasing bound on a tail distribution. Reason: I want to create and find the expected cumulative regret (and confidence bounds) for a ...
6
votes
4answers
322 views

Improvement of Chernoff bound in Binomial case

We know from Chernoff bound $P\bigg(X \leq (\frac{1}{2}-\epsilon)N\bigg)\leq e^{-2\epsilon^2 N}$ where $X$ follows Binomial($N, \frac{1}{2}$). If I take $N=1000, \epsilon=0.01$, the upper bound is ...