Prove the following Consider a continuous random variable X with pdf f,(x) and moment generating functionM, (v). then Chernoff's inequality states thatP{X >a} 0

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Answered: Consider a continuous random variable X…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Consider a continuous random variable X with pdf f,(x) and moment generating function M,(v), then Chernoff's inequality states that P{X >a} 0