Let ? have the gamma (?,?) distribution. Show that ?(?≥2?(?))≤(2/?)^(r) [Remember that if ℎ is a...

Let ? have the gamma (?,?) distribution.

Show that ?(?≥2?(?))≤(2/?)^(r)

[Remember that if ℎ is a positive function of ?, then the value of ? that minimizes ℎhis the same as the value of ? that minimizes log(ℎ)]

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Proof using Chernoff's bound attained by applying Markov's Inequality to

orchestra answered 2 years ago

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