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<a accesskey="3" href="page.php?w=Chernoff_bound&amp;p=2">3.Next</a>
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<p>In <a href="page.php?w=probability_theory">probability theory</a>, a <b>Chernoff bound</b> is an exponentially decreasing upper bound on the tail of a random variable based on its <a href="page.php?w=moment_generating_function">moment generating function</a>. The minimum of all such exponential bounds forms the Chernoff or <b>Chernoff-Cramér bound</b>, which may decay faster than exponential (e.g. <a href="page.php?w=Sub-Gaussian_distribution">sub-Gaussian</a>). It is especially useful for sums of independent random variables, such as sums of</p><p>
<a accesskey="3" href="page.php?w=Chernoff_bound&amp;p=2">3.Next</a>
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