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Chernoff bound for Geometric RVs compared to exact tail bound
I keep getting a result I can't interpret. X is a Geometric RV with distribution ($0<\rho<1$) $$ \pi_k = \rho^k(1- \rho) $$ so directly applying Geometric series the tail bound is $$ B_1 = ...
Sep 21 '12 at 3:58
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