Mill's Inequality

From testwiki
Revision as of 14:14, 4 January 2025 by imported>Citation bot (Added isbn. | Use this bot. Report bugs. | Suggested by Abductive | Category:Articles with topics of unclear notability from December 2024 | #UCB_Category 115/962)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

Template:Notability Mill's Inequality is a useful tail bound on Normally distributed random variables. Template:Math theorem The looser bound shows the exponential shape. Compare this to the Chernoff bound:[1]

P(|Z|>t)2exp(t2/2)

References