Exponential Markov bound
= Exponential Markov bound
Applying Markov's inequality to $e^{tX}$ gives
$$
\Pr(X\geq x)\leq e^{-tx}M_X(t),
\qquad t>0.
$$
Optimizing this expression is the basic Chernoff-bound method.
= Exponential Markov bound
Applying Markov's inequality to $e^{tX}$ gives
$$
\Pr(X\geq x)\leq e^{-tx}M_X(t),
\qquad t>0.
$$
Optimizing this expression is the basic Chernoff-bound method.