Chernoff bound
Cotas de Chernoff
- Date
- 1952 · confidence high
- Place
- Stanford, California, United States
- Credited to
- Herman Chernoff
- Field
- Knowledge & symbols
What was discovered
An exponentially decreasing upper bound on the tail probability of a random variable, derived from its moment generating function, described by Herman Chernoff, who himself attributed it to Herman Rubin.
What it led to
- standard tool in probability and statistics for bounding tail probabilities
- widespread use in analyzing randomized algorithms in computer science
- applications in information theory and machine learning
- basis for tighter bounds on sums of independent variables