Skip to main navigation Skip to search Skip to main content

An information theoretic proof of the Chernoff-Hoeffding inequality

  • Institut Polytechnique de Paris
  • Université de Provence

Research output: Contribution to journalArticlepeer-review

Abstract

The Chernoff bound is a well-known upper bound on the tail of binomial distributions of parameter 1/2 involving the binary entropy function. Hoeffding's inequality (or the Chernoff-Hoeffding inequality) is a generalization for binomial distributions of parameter 1−1/q, involving the q-ary entropy function (with q≥2), which can be written in terms of the Kullback-Leibler divergence and is related to the bound in Fano's inequality. We give an information theoretic proof of that bound, and sketch some applications to channel and source coding. We also derive a refined bound which is always sharper.

Original languageEnglish
Article number106582
JournalInformation Processing Letters
Volume190
DOIs
Publication statusPublished - 1 Aug 2025

Keywords

  • Chernoff bound
  • Hilbert entropy function
  • Hoeffding's inequality
  • Kullback-Leibler divergence
  • Shannon entropy

Fingerprint

Dive into the research topics of 'An information theoretic proof of the Chernoff-Hoeffding inequality'. Together they form a unique fingerprint.

Cite this