A Reversion of the Chernoff Bound

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 approxi...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2005-02
Main Author: Theodosopoulos, Ted
Format: Article
Language:English
Subjects:
Random variables
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
ISSN:2331-8422