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A More Intuitive Proof of Chernoff's Inequality?


Sariel Har-Peled.
In this write-up, we present a proof of one version of Chernoff's inequality. Our proof combines ideas from the existing standard proof, and Azuma's inequality proof, to provide a more intuitive understanding of why the inequality holds. Hopefully, this presentation is useful for people that encounter this inequality for the first time. For more details on Chernoff's inequality, see [AS00, Mr95, Har11]
PDF.
Last modified: Wed Feb 12 10:25:23 CST 2014