Chernoff estimate abs le
chernoff_estimate_abs_le
Plain-language statement
Chernoff symmetric bound for estimate
Exact Lean statement
lemma chernoff_estimate_abs_le (f : Prob Bool) (n : ℕ) {t : ℝ} (t0 : 0 ≤ t) :
(estimate f n).pr (λ x ↦ t ≤ |x - f.prob true|) ≤ (2:ℝ) * ((-2:ℝ) * n * t^2).expFormal artifact
Lean source
lemma chernoff_estimate_abs_le (f : Prob Bool) (n : ℕ) {t : ℝ} (t0 : 0 ≤ t) : (estimate f n).pr (λ x ↦ t ≤ |x - f.prob true|) ≤ (2:ℝ) * ((-2:ℝ) * n * t^2).exp := by by_cases n0 : (n : ℝ) = 0 · simp only [n0, mul_zero, zero_mul, Real.exp_zero] exact le_trans pr_le_one (by norm_num) have np : 0 < (n : ℝ) := (Ne.symm n0).lt_of_le (Nat.cast_nonneg _) simp only [estimate, pr_map] have b := chernoff_count_abs_le f n (mul_nonneg (Nat.cast_nonneg n) t0) simp only [mul_pow, div_eq_inv_mul, ←mul_assoc, pow_two (n:ℝ)] at b rw [mul_comm _ (n:ℝ)] at b; simp only [←mul_assoc, mul_inv_cancel n0, one_mul] at b apply le_trans _ b; apply le_of_eq apply pr_congr; intro x _; simp only [mul_comm _ t, ←le_div_iff np] nth_rewrite 3 [←abs_of_pos np]; simp only [←abs_div, sub_div]; field_simp [n0]- Project
- debate
- License
- Apache-2.0
- Commit
- de3a6e500ae1
- Source
- Prob/Chernoff.lean:191-203
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