Chernoff Bound for Binomial Distribution

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SUMMARY

The discussion focuses on applying the Chernoff Bound to a specific binomial distribution. The upper bound is expressed as e^{floor(N/2)}\,\Phi(s_0), where \Phi(s) is defined as (1-\varepsilon(1-e^s))^N. The derivative of \Phi(s) evaluated at s=s_0 is crucial for establishing the bound. This mathematical approach provides a rigorous method for estimating probabilities in binomial distributions, particularly in scenarios involving large N and small ε.

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Hello,

I've read in a paper that the following binomial distribution

\sum_{k=floor(N/2)+1}^N{N\choose k}\varepsilon^k(1-\varepsilon)^{N-k}

can be upper bounded using Chernoff bound by

e^{ floor(N/2)}\,\Phi(s_0)

where

\Phi(s)=\left(1-\varepsilon(1-e^s)\right)^N

and

floor(N/2)\,\Phi(s_0)=\frac{\partial}{\partial s}\left. \Phi(s)\right|_{s=s_0}

Could anyone explain to me how?

Thanks
 
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