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

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Prove the following

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} <evª M(v) for any real v>0
Transcribed Image Text: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} <evª M(v) for any real v>0
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