Chernoff's bound forms

DOI10.1063/1.1570535MaRDI QIDQ5116309zbMATH OpenOpenAlexFDO

Authors M. Grendár, Marián Grendár

Publication date 24 August 2020

Published in AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0306326

zbMATH Keywords

Chernoff's boundKullback-Leibler distance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical aspects of information-theoretic topics (62B10)

Abstract: Chernoff's bound binds a tail probability (ie. $Pr(Xgea)$, where $ageEX$). Assuming that the distribution of $X$ is $Q$, the logarithm of the bound is known to be equal to the value of relative entropy (or minus Kullback-Leibler distance) for $I$-projection $hatP$ of $Q$ on a set $mathcalHriangleqP:E_{P}X=a$. Here, Chernoff's bound is related to Maximum Likelihood on exponential form and consequently implications for the notion of complementarity are discussed. Moreover, a novel form of the bound is proposed, which expresses the value of the Chernoff's bound directly in terms of the $I$-projection (or generalized $I$-projection).

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Cited in

(2)

• An Identity of Chernoff Bounds With an Interpretation in Statistical Physics and Applications in Information Theory
• Minimum Chernoff entropy and exponential bounds for locating changes

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