Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables

We give two refinements to the Chernoff bound for the sum of nonidentical Bernoulli random variables with parameters pi, where 0<pi<1 and i=1,...,n. Traditionally, the Chernoff bound is a function of the arithmetic mean of the pi's, . The refined bounds contain the term , and hence, are able to capture the variations of pi's.

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Year of publication:	2008
Authors:	Xia, Ye
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 12, p. 1557-1559
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005143410