出典:Wikipedia
出典:『Wikipedia』 (2011/04/13 18:36 UTC 版)
In probability theory, the Chernoff bound, named after Herman Chernoff, gives exponentially decreasing bounds on tail distributions of sums of independent random variables. It is better than the first or second moment based tail bounds such as Markov's inequality or Chebyshev inequality, which only yield power-law bounds on tail decay.