Chernoff-Type Concentration of Empirical Probabilities in Relative Entropy (Q5151730)

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scientific article; zbMATH DE number 7314044
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Chernoff-Type Concentration of Empirical Probabilities in Relative Entropy
scientific article; zbMATH DE number 7314044

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    Chernoff-Type Concentration of Empirical Probabilities in Relative Entropy (English)
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    22 February 2021
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    relative entropy
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    empirical probability vector
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    true probability vector
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    multinomial sampling
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    moment generating function
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    Chernoff-type tail bounds
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