Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 210 1 Solution 2026-09-28
For , convexity of on givesConsequentlyFor , independence and concavity of yieldThe Chernoff bound therefore gives, for ,For , the minimizer satisfiesSubstitution gives the binary relative entropyThe endpoint cases follow by continuity.
Put . The same calculation, followed by , givesThusThe supplied lower bound implieswhich proves the second upper-tail estimate. If , the event is empty and the same bound remains true.
For the lower tail, apply the exponential-moment argument with , or equivalently optimize at . It givesFinally,for , yielding ; the case follows by a limit.