Plain-language statement
Chernoff lower bound
Exact Lean statement
lemma chernoff_le_count (f : Prob Bool) (n : ℕ) {t : ℝ} (t0 : 0 ≤ t) :
(count f n).pr (λ x ↦ x ≤ n * f.prob true - t) ≤ (-2 * t^2 / n).expFormal artifact
Lean source
lemma chernoff_le_count (f : Prob Bool) (n : ℕ) {t : ℝ} (t0 : 0 ≤ t) : (count f n).pr (λ x ↦ x ≤ n * f.prob true - t) ≤ (-2 * t^2 / n).exp := by have h := chernoff_count_le (not <$> f) n t0 simp only [count_not, pr_map] at h have e : ∀ k, (count f n).prob k ≠ 0 → (↑n * (not <$> f).prob true + t ≤ ↑(n - k) ↔ ↑k ≤ ↑n * f.prob true - t) := by intro k m simp only [not_bool_prob, Bool.not_true, bool_prob_false_of_true, Nat.cast_sub (count_le' _ m), mul_sub, mul_one, sub_add, sub_le_sub_iff_left] rw [pr_congr e] at h; exact h- Project
- debate
- License
- Apache-2.0
- Commit
- de3a6e500ae1
- Source
- Prob/Chernoff.lean:170-179
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