Question
Let {X} be an IID sequence of random variables, distributed according to the exponential distribution Exp(A). Show that, n P ( X (1+r)); n
Let {X} be an IID sequence of random variables, distributed according to the exponential distribution Exp(A). Show that, n P ( X (1+r)); n i=1 exp (n[ln(1 + X) - A]). Show that the bound is non-trivial or the RHS of the inequality is not equal to 1 for > 0. (Hint: use Chernoff bound formulation.)
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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
Authors: Roy D. Yates, David J. Goodman
3rd edition
1118324560, 978-1118324561
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