Chernoff Bound - Definition

Definition

Let X1, ..., Xn be independent Bernoulli random variables, each having probability p > 1/2. Then the probability of simultaneous occurrence of more than n/2 of the events has an exact value S, where

The Chernoff bound shows that S has the following lower bound:

This result admits various generalizations as outlined below. One can encounter many flavours of Chernoff bounds: the original additive form (which gives a bound on the absolute error) or the more practical multiplicative form (which bounds the error relative to the mean).

Read more about this topic:  Chernoff Bound

Famous quotes containing the word definition:

    ... we all know the wag’s definition of a philanthropist: a man whose charity increases directly as the square of the distance.
    George Eliot [Mary Ann (or Marian)

    Although there is no universal agreement as to a definition of life, its biological manifestations are generally considered to be organization, metabolism, growth, irritability, adaptation, and reproduction.
    The Columbia Encyclopedia, Fifth Edition, the first sentence of the article on “life” (based on wording in the First Edition, 1935)

    The man who knows governments most completely is he who troubles himself least about a definition which shall give their essence. Enjoying an intimate acquaintance with all their particularities in turn, he would naturally regard an abstract conception in which these were unified as a thing more misleading than enlightening.
    William James (1842–1910)