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Chapter 19: Applications of Tail Bounds: Confidence Intervals and Balls and Bins

Chapter 19: Applications of Tail Bounds: Confidence Intervals and Balls and Bins

pp. 327-345

Authors

, Carnegie Mellon University, Pennsylvania
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Summary

In Chapter 18 we saw several powerful tail bounds, including the Chebyshev bound and the Chernoff bound. These are particularly useful when bounding the tail of a sum of independent random variables. We also reviewed the application of the Central Limit Theorem (CLT) to approximating the tail of a sum of independent and identically distributed (i.i.d.) random variables.

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