Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-210/1/b/solution

The Hoeffding lemma for a Bernoulli distribution variable gives . Multiplication of the moment-generating functions of the independent random variables gives . Thus the centered count is a sub-Gaussian random variable with variance proxy . The Chernoff bound, optimized at , gives
The same estimate holds for the lower tail by applying the Chernoff bound to . No independence between different bin counts is needed.

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